-26.1%
LBRT vs NIO
-49.2%
+23.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.0% | +0.7% |
| 7D | +13.8% | -4.7% | +18.5% | +14.4% |
| 30D | -32.4% | -14.3% | -18.1% | -31.4% |
| 3M | -39.9% | -32.8% | -7.1% | -37.6% |
| 6M | -60.8% | -49.8% | -11.0% | -58.2% |
| YTD | -29.3% | -40.2% | +10.9% | -26.3% |
| 1Y | -18.9% | -52.7% | +33.8% | -13.6% |
| 3Y | -28.0% | -57.9% | +29.9% | -25.6% |
| 5Y | +26.6% | -92.9% | +119.4% | +47.1% |
| All | -26.1% | -49.2% | +23.1% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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