-31.6%
LBRT vs NIO
-43.5%
+11.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.9% | -0.6% | +4.8% |
| 7D | -29.1% | +5.6% | -34.8% | -29.5% |
| 30D | -38.4% | -4.2% | -34.1% | -38.1% |
| 3M | -40.1% | -26.3% | -13.8% | -38.3% |
| 6M | -62.9% | -42.5% | -20.4% | -60.9% |
| YTD | -34.5% | -33.5% | -1.0% | -32.5% |
| 1Y | -30.2% | -52.7% | +22.4% | -25.7% |
| 3Y | -37.5% | -57.5% | +20.0% | -35.5% |
| 5Y | +7.6% | -92.0% | +99.6% | +23.6% |
| All | -31.6% | -43.5% | +11.9% | -39.6% |
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