+1,676.8%
NTRA vs LSCC
+1,970.3%
-293.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.4% | -7.8% | -1.0% |
| 7D | -18.2% | +14.5% | -32.7% | -22.4% |
| 30D | -19.6% | -0.1% | -19.5% | -20.7% |
| 3M | +2.3% | -2.7% | +4.9% | +0.8% |
| 6M | +60.6% | -4.8% | +65.4% | +55.8% |
| YTD | +39.6% | +66.9% | -27.2% | +7.7% |
| 1Y | +54.7% | +85.8% | -31.1% | +14.4% |
| 3Y | +584.3% | +115.6% | +468.7% | +336.7% |
| 5Y | +182.5% | +48.8% | +133.7% | +92.4% |
| 10Y | +2,768.3% | +1,490.3% | +1,278.1% | +901.1% |
| All | +1,676.8% | +1,970.3% | -293.5% | +509.7% |
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