+122.5%
NTAP vs LBRT
+22.2%
+100.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.8% | +3.5% |
| 7D | -2.4% | -1.9% | -0.5% | -2.1% |
| 30D | -23.4% | -32.0% | +8.6% | -18.3% |
| 3M | -7.5% | -39.7% | +32.2% | +0.4% |
| 6M | +56.4% | -61.1% | +117.4% | +80.3% |
| YTD | +73.6% | -29.4% | +103.0% | +79.2% |
| 1Y | +68.4% | -24.5% | +92.9% | +71.5% |
| 3Y | +150.6% | -28.1% | +178.7% | +145.0% |
| 5Y | +122.5% | +23.9% | +98.6% | +90.5% |
| All | +122.5% | +22.2% | +100.2% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling