+23.4%
LBRT vs NTRS
+165.3%
-141.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.4% | -7.2% | -6.6% |
| 7D | +2.3% | +0.3% | +2.0% | +2.1% |
| 30D | -2.9% | +0.2% | -3.1% | -3.1% |
| 3M | -26.1% | +13.2% | -39.3% | -31.4% |
| 6M | -26.2% | +36.9% | -63.1% | -39.2% |
| YTD | +13.7% | +39.1% | -25.5% | -7.5% |
| 1Y | +93.6% | +50.4% | +43.1% | +50.1% |
| All | +23.4% | +165.3% | -141.9% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling