+273.4%
NTAP vs LBRT
+33.5%
+239.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -0.8% | +8.7% | -9.5% | -2.2% |
| 30D | -0.5% | +6.6% | -7.1% | -1.7% |
| 3M | +4.1% | -34.5% | +38.5% | +10.7% |
| 6M | +88.0% | -24.5% | +112.4% | +93.9% |
| YTD | +75.6% | +12.7% | +62.8% | +68.0% |
| 1Y | +58.9% | +94.8% | -35.9% | +36.2% |
| 3Y | +153.6% | +31.9% | +121.7% | +124.8% |
| 5Y | +127.6% | +111.8% | +15.8% | +77.5% |
| All | +273.4% | +33.5% | +239.9% | +165.6% |
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