+99.0%
NTRA vs LTH
+84.0%
+15.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.3% | -5.7% | -0.6% |
| 7D | -7.9% | +9.9% | -17.7% | -9.4% |
| 30D | -8.1% | +18.3% | -26.4% | -11.0% |
| 3M | +42.1% | +5.9% | +36.1% | +40.8% |
| 6M | +84.8% | +80.3% | +4.5% | +57.9% |
| YTD | +70.7% | +78.3% | -7.6% | +47.0% |
| 1Y | +99.0% | +81.0% | +18.0% | +71.5% |
| All | +99.0% | +84.0% | +15.0% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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