+265.7%
NTAP vs LBRT
-15.3%
+281.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | +7.2% | +9.2% | -2.0% | +5.5% |
| 30D | -18.4% | -27.5% | +9.1% | -13.8% |
| 3M | -11.3% | -37.9% | +26.6% | -4.0% |
| 6M | +53.8% | -60.7% | +114.5% | +77.9% |
| YTD | +72.0% | -28.5% | +100.5% | +77.7% |
| 1Y | +68.0% | -13.2% | +81.2% | +67.6% |
| 3Y | +149.5% | -28.8% | +178.3% | +146.2% |
| 5Y | +125.6% | +28.0% | +97.6% | +92.8% |
| All | +265.7% | -15.3% | +281.0% | +180.8% |
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