+23.9%
LBRT vs NVMI
+165.8%
-141.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.6% | -1.3% | +2.0% |
| 7D | -1.9% | +15.3% | -17.2% | -5.6% |
| 30D | -32.0% | +0.1% | -32.1% | -31.9% |
| 3M | -39.7% | -14.0% | -25.7% | -37.2% |
| 6M | -61.1% | -35.2% | -25.8% | -57.1% |
| YTD | -29.4% | +3.7% | -33.1% | -31.5% |
| 1Y | -24.5% | +10.3% | -34.7% | -27.9% |
| 3Y | -28.1% | +204.8% | -232.9% | -48.8% |
| 5Y | +23.9% | +158.9% | -135.0% | -14.0% |
| All | +23.9% | +165.8% | -141.9% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling