+3,097.4%
NTRA vs LBRT
-16.2%
+3,113.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -11.2% | +13.8% | -25.1% | -13.2% |
| 30D | -18.4% | -32.4% | +14.0% | -13.6% |
| 3M | +2.2% | -39.9% | +42.1% | +9.7% |
| 6M | +58.1% | -60.8% | +119.0% | +79.5% |
| YTD | +41.0% | -29.3% | +70.2% | +42.8% |
| 1Y | +54.1% | -18.9% | +73.0% | +52.2% |
| 3Y | +590.9% | -28.0% | +618.9% | +562.6% |
| 5Y | +180.7% | +26.6% | +154.1% | +135.7% |
| All | +3,097.4% | -16.2% | +3,113.7% | +2,062.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling