+172.5%
NTRA vs LSCC
+85.6%
+86.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.7% |
| 7D | +1.1% | +5.2% | -4.1% | -0.7% |
| 30D | +0.6% | -9.6% | +10.3% | +3.9% |
| 3M | +51.8% | -17.8% | +69.6% | +59.4% |
| 6M | +63.6% | +37.4% | +26.2% | +39.7% |
| YTD | +41.5% | +59.7% | -18.2% | +12.1% |
| 1Y | +93.6% | +76.2% | +17.4% | +46.0% |
| 3Y | +498.0% | +28.2% | +469.9% | +373.9% |
| 5Y | +172.5% | +87.2% | +85.3% | +49.1% |
| All | +172.5% | +85.6% | +86.8% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling