+34.6%
LBRT vs NTR
+102.9%
-68.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.4% | -4.1% |
| 7D | +2.3% | -2.5% | +4.8% | +4.3% |
| 30D | -2.9% | +17.0% | -20.0% | -14.1% |
| 3M | -26.1% | +22.2% | -48.3% | -37.0% |
| 6M | -26.2% | +5.2% | -31.3% | -30.1% |
| YTD | +13.7% | +29.7% | -16.0% | -10.1% |
| 1Y | +93.6% | +39.4% | +54.2% | +42.6% |
| 3Y | +23.2% | +38.2% | -15.0% | -12.5% |
| 5Y | +125.5% | +47.6% | +77.9% | +30.2% |
| All | +34.6% | +102.9% | -68.3% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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