+254.8%
NTAP vs LBRT
-19.0%
+273.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.6% |
| 7D | -7.8% | -15.7% | +7.9% | -5.1% |
| 30D | -25.8% | -34.3% | +8.5% | -20.3% |
| 3M | -11.2% | -40.6% | +29.4% | -3.1% |
| 6M | +49.9% | -62.0% | +111.9% | +74.5% |
| YTD | +66.9% | -31.6% | +98.5% | +73.8% |
| 1Y | +58.8% | -25.8% | +84.6% | +62.7% |
| 3Y | +140.8% | -30.4% | +171.2% | +138.6% |
| 5Y | +115.0% | +18.7% | +96.3% | +86.2% |
| All | +254.8% | -19.0% | +273.9% | +174.6% |
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