+1,727.4%
NTRA vs LUMN
-54.4%
+1,781.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | +50.0% | -18.3% | +68.3% | +52.6% |
| 6M | +67.3% | +4.4% | +62.9% | +65.1% |
| YTD | +43.6% | -10.7% | +54.3% | +43.0% |
| 1Y | +89.2% | +14.0% | +75.3% | +82.4% |
| 3Y | +502.5% | +406.6% | +96.0% | +328.3% |
| 5Y | +173.8% | -36.8% | +210.6% | +174.2% |
| 10Y | +3,189.3% | -56.2% | +3,245.5% | +3,133.4% |
| All | +1,727.4% | -54.4% | +1,781.8% | +1,725.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling