+605.9%
NTRA vs LSCC
+104.5%
+501.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.4% | -5.3% | +1.1% |
| 7D | -15.4% | +19.3% | -34.8% | -19.4% |
| 30D | -20.0% | -9.6% | -10.4% | -18.6% |
| 3M | -0.5% | -12.4% | +11.9% | +1.5% |
| 6M | +64.9% | -10.5% | +75.4% | +64.1% |
| YTD | +39.9% | +54.8% | -14.9% | +16.4% |
| 1Y | +60.5% | +79.4% | -18.8% | +27.5% |
| 3Y | +605.9% | +109.6% | +496.3% | +377.5% |
| All | +605.9% | +104.5% | +501.4% | +377.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling