+179.8%
NTRA vs LTH
+150.3%
+29.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.1% |
| 7D | -0.5% | -3.7% | +3.3% | +0.8% |
| 30D | +4.3% | -5.3% | +9.6% | +6.0% |
| 3M | +50.6% | +24.2% | +26.5% | +39.5% |
| 6M | +63.9% | +54.8% | +9.1% | +40.0% |
| YTD | +42.4% | +56.1% | -13.7% | +20.8% |
| 1Y | +92.1% | +45.5% | +46.5% | +66.2% |
| 3Y | +501.7% | +155.9% | +345.8% | +319.9% |
| All | +179.8% | +150.3% | +29.4% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling