+94.0%
LBRT vs NWSA
+5.5%
+88.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +0.7% |
| 7D | +8.3% | -1.9% | +10.1% | +7.9% |
| 30D | +6.1% | +4.6% | +1.6% | +7.0% |
| 3M | -34.8% | +13.2% | -48.0% | -32.7% |
| 6M | -24.8% | +27.0% | -51.8% | -21.8% |
| YTD | +12.2% | +16.8% | -4.6% | +18.2% |
| 1Y | +94.0% | +4.5% | +89.5% | +100.7% |
| All | +94.0% | +5.5% | +88.5% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling