-15.3%
LBRT vs NTR
+85.0%
-100.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +9.2% | -0.3% | +9.5% | +9.5% |
| 30D | -27.5% | +2.0% | -29.5% | -29.2% |
| 3M | -37.9% | +6.4% | -44.3% | -41.7% |
| 6M | -60.7% | +1.6% | -62.3% | -62.0% |
| YTD | -28.5% | +18.2% | -46.7% | -40.1% |
| 1Y | -13.2% | +23.9% | -37.2% | -30.5% |
| 3Y | -28.8% | +44.7% | -73.4% | -52.0% |
| 5Y | +28.0% | +21.3% | +6.6% | -13.0% |
| All | -15.3% | +85.0% | -100.3% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling