+31.2%
LBRT vs NTR
+40.7%
-9.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.1% |
| 7D | +10.2% | +0.5% | +9.6% | +9.9% |
| 30D | +4.9% | +21.7% | -16.9% | -4.0% |
| 3M | -21.2% | +22.8% | -44.0% | -28.3% |
| 6M | -19.9% | +8.2% | -28.2% | -23.3% |
| YTD | +20.8% | +32.9% | -12.2% | +4.8% |
| 1Y | +123.5% | +45.3% | +78.2% | +84.2% |
| All | +31.2% | +40.7% | -9.6% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling