+43.0%
LBRT vs NTRS
+123.3%
-80.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +10.2% | +0.9% | +9.3% | +9.4% |
| 30D | +4.9% | -1.2% | +6.1% | +5.8% |
| 3M | -21.2% | +8.8% | -30.0% | -26.7% |
| 6M | -19.9% | +34.7% | -54.6% | -37.6% |
| YTD | +20.8% | +37.2% | -16.5% | -7.6% |
| 1Y | +123.5% | +46.3% | +77.2% | +62.0% |
| 3Y | +30.9% | +163.2% | -132.3% | -43.1% |
| 5Y | +136.3% | +86.9% | +49.4% | +29.6% |
| All | +43.0% | +123.3% | -80.3% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling