+498.0%
NTRA vs LBRT
+27.1%
+471.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.2% | -1.5% |
| 7D | +1.1% | +6.9% | -5.9% | +0.6% |
| 30D | +0.6% | +7.8% | -7.2% | 0.0% |
| 3M | +51.8% | -25.3% | +77.1% | +54.4% |
| 6M | +63.6% | -19.6% | +83.2% | +63.8% |
| YTD | +41.5% | +17.2% | +24.3% | +34.8% |
| 1Y | +93.6% | +114.1% | -20.4% | +68.8% |
| 3Y | +498.0% | +27.0% | +471.0% | +424.0% |
| All | +498.0% | +27.1% | +471.0% | +424.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling