+35.9%
LBRT vs NTRS
+128.7%
-92.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.1% |
| 7D | +1.8% | +1.4% | +0.4% | +0.6% |
| 30D | -2.5% | -0.7% | -1.8% | -2.1% |
| 3M | -24.9% | +11.3% | -36.2% | -31.3% |
| 6M | -29.5% | +35.5% | -65.0% | -45.3% |
| YTD | +14.7% | +40.6% | -25.8% | -13.9% |
| 1Y | +91.7% | +49.2% | +42.5% | +37.0% |
| 3Y | +24.6% | +167.2% | -142.6% | -46.4% |
| 5Y | +127.7% | +94.9% | +32.8% | +20.4% |
| All | +35.9% | +128.7% | -92.8% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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