+125.5%
LBRT vs NTRS
+88.8%
+36.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.4% | -7.2% | -6.7% |
| 7D | +2.3% | +0.3% | +2.0% | +2.0% |
| 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% | -39.0% |
| YTD | +13.7% | +39.1% | -25.5% | -7.1% |
| 1Y | +93.6% | +50.4% | +43.1% | +51.0% |
| 3Y | +23.2% | +166.8% | -143.6% | -31.8% |
| 5Y | +125.5% | +92.9% | +32.7% | +39.2% |
| All | +125.5% | +88.8% | +36.8% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling