-15.3%
LBRT vs NVMI
+1,068.6%
-1,083.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +2.2% |
| 7D | +9.2% | +1.5% | +7.7% | +8.6% |
| 30D | -27.5% | -4.1% | -23.4% | -26.2% |
| 3M | -37.9% | -22.8% | -15.1% | -32.0% |
| 6M | -60.7% | -36.9% | -23.8% | -54.8% |
| YTD | -28.5% | -3.2% | -25.3% | -30.6% |
| 1Y | -13.2% | +7.1% | -20.3% | -18.7% |
| 3Y | -28.8% | +181.5% | -210.3% | -58.5% |
| 5Y | +28.0% | +141.2% | -113.3% | -25.3% |
| All | -15.3% | +1,068.6% | -1,083.9% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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