+3,170.4%
NTRA vs LBRT
+43.0%
+3,127.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.4% |
| 7D | +1.6% | +10.2% | -8.6% | 0.0% |
| 30D | +3.8% | +4.9% | -1.1% | +2.8% |
| 3M | +48.2% | -21.2% | +69.5% | +52.1% |
| 6M | +61.0% | -19.9% | +80.9% | +63.0% |
| YTD | +44.2% | +20.8% | +23.4% | +35.3% |
| 1Y | +87.3% | +123.5% | -36.3% | +55.5% |
| 3Y | +509.4% | +30.9% | +478.5% | +434.0% |
| 5Y | +175.1% | +136.3% | +38.8% | +108.8% |
| All | +3,170.4% | +43.0% | +3,127.4% | +1,948.7% |
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