+33.5%
LBRT vs NTR
+104.8%
-71.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +2.6% |
| 7D | +8.7% | +8.1% | +0.6% | +2.5% |
| 30D | +6.6% | +18.8% | -12.1% | -6.8% |
| 3M | -34.5% | +16.2% | -50.7% | -41.9% |
| 6M | -24.5% | +9.8% | -34.3% | -31.0% |
| YTD | +12.7% | +30.9% | -18.1% | -11.5% |
| 1Y | +94.8% | +41.8% | +53.1% | +41.6% |
| 3Y | +31.9% | +35.8% | -3.9% | -5.0% |
| 5Y | +111.8% | +51.0% | +60.8% | +19.5% |
| All | +33.5% | +104.8% | -71.3% | -40.3% |
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