+1,723.2%
NTRA vs LSCC
+1,854.5%
-131.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.5% |
| 7D | +0.6% | +1.3% | -0.7% | +0.1% |
| 30D | +19.5% | -9.7% | +29.2% | +23.6% |
| 3M | +47.8% | -23.7% | +71.5% | +58.9% |
| 6M | +61.6% | +26.5% | +35.2% | +42.8% |
| YTD | +43.3% | +57.5% | -14.3% | +15.2% |
| 1Y | +97.0% | +75.7% | +21.3% | +50.7% |
| 3Y | +424.9% | +19.5% | +405.5% | +323.9% |
| 5Y | +165.2% | +83.8% | +81.4% | +71.0% |
| 10Y | +3,114.3% | +1,772.4% | +1,341.9% | +1,038.2% |
| All | +1,723.2% | +1,854.5% | -131.2% | +551.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling