+255.0%
NTAP vs LBRT
-16.2%
+271.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.0% | +2.6% |
| 7D | -5.0% | -11.9% | +7.0% | -2.9% |
| 30D | -25.8% | -31.9% | +6.2% | -20.7% |
| 3M | -6.9% | -34.9% | +28.0% | 0.0% |
| 6M | +50.0% | -60.7% | +110.7% | +73.6% |
| YTD | +66.9% | -29.2% | +96.2% | +72.8% |
| 1Y | +58.3% | -23.6% | +81.9% | +61.3% |
| 3Y | +145.1% | -26.8% | +172.0% | +140.8% |
| 5Y | +114.2% | +16.3% | +97.9% | +86.1% |
| All | +255.0% | -16.2% | +271.2% | +173.1% |
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