+105.6%
NTAP vs LBRT
+6.0%
+99.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -1.1% |
| 7D | -15.1% | -29.1% | +14.1% | -9.9% |
| 30D | -28.1% | -38.4% | +10.3% | -21.9% |
| 3M | -11.4% | -40.1% | +28.6% | -3.5% |
| 6M | +52.2% | -62.9% | +115.1% | +77.1% |
| YTD | +60.4% | -34.5% | +94.9% | +67.9% |
| 1Y | +51.0% | -30.2% | +81.2% | +56.0% |
| 3Y | +135.6% | -37.5% | +173.0% | +136.0% |
| All | +105.6% | +6.0% | +99.6% | +81.8% |
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 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