+33.5%
LBRT vs NVMI
+1,268.0%
-1,234.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | -0.4% |
| 7D | +8.7% | +6.6% | +2.1% | +6.3% |
| 30D | +6.6% | -7.5% | +14.1% | +9.2% |
| 3M | -34.5% | -28.5% | -6.0% | -27.6% |
| 6M | -24.5% | -15.7% | -8.8% | -22.7% |
| YTD | +12.7% | +13.3% | -0.6% | +3.3% |
| 1Y | +94.8% | +48.3% | +46.6% | +61.6% |
| 3Y | +31.9% | +191.2% | -159.4% | -24.1% |
| 5Y | +111.8% | +268.7% | -156.8% | -0.5% |
| All | +33.5% | +1,268.0% | -1,234.5% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling