+34.6%
LBRT vs NVMI
+1,245.7%
-1,211.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -5.2% |
| 7D | +2.3% | +3.8% | -1.5% | +1.0% |
| 30D | -2.9% | -7.6% | +4.6% | -0.3% |
| 3M | -26.1% | -28.0% | +1.9% | -18.6% |
| 6M | -26.2% | -15.3% | -10.9% | -24.5% |
| YTD | +13.7% | +11.5% | +2.2% | +4.8% |
| 1Y | +93.6% | +31.6% | +62.0% | +67.8% |
| 3Y | +23.2% | +207.0% | -183.8% | -30.7% |
| 5Y | +125.5% | +262.8% | -137.3% | +6.5% |
| All | +34.6% | +1,245.7% | -1,211.1% | -73.3% |
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