+173.5%
NTRA vs LUMN
-37.8%
+211.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.7% |
| 7D | +0.2% | +2.5% | -2.3% | 0.0% |
| 30D | +4.1% | +10.3% | -6.2% | +3.1% |
| 3M | +50.0% | -18.3% | +68.3% | +52.2% |
| 6M | +67.3% | +4.4% | +62.9% | +65.4% |
| YTD | +43.6% | -10.7% | +54.3% | +43.1% |
| 1Y | +89.2% | +14.0% | +75.3% | +83.5% |
| 3Y | +502.5% | +406.6% | +96.0% | +344.5% |
| All | +173.5% | -37.8% | +211.4% | +280.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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