+51.0%
NTRA vs LSCC
+69.4%
-18.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.3% |
| 7D | -19.7% | +5.0% | -24.8% | -20.3% |
| 30D | -22.1% | -11.7% | -10.4% | -20.7% |
| 3M | -2.0% | -13.3% | +11.3% | -0.3% |
| 6M | +60.6% | -12.5% | +73.1% | +59.5% |
| YTD | +36.2% | +51.2% | -15.0% | +15.3% |
| 1Y | +51.0% | +65.9% | -14.9% | +23.8% |
| All | +51.0% | +69.4% | -18.4% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling