+89.2%
NTRA vs LTH
+45.2%
+44.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | +0.2% | -4.0% | +4.2% | +1.1% |
| 30D | +4.1% | -5.3% | +9.4% | +5.1% |
| 3M | +50.0% | +19.0% | +31.0% | +43.2% |
| 6M | +67.3% | +55.8% | +11.5% | +49.4% |
| YTD | +43.6% | +56.1% | -12.6% | +28.2% |
| 1Y | +89.2% | +41.3% | +48.0% | +79.7% |
| All | +89.2% | +45.2% | +44.1% | +79.7% |
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