-21.5%
LBRT vs NWSA
+18.2%
-39.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +3.7% | -14.9% | -9.7% |
| 7D | -25.3% | +4.3% | -29.6% | -23.8% |
| 30D | -32.9% | +5.6% | -38.4% | -31.3% |
| 3M | -33.3% | +7.3% | -40.6% | -31.4% |
| 6M | -61.0% | +18.8% | -79.8% | -58.5% |
| YTD | -28.0% | +17.9% | -45.9% | -22.0% |
| 1Y | -21.5% | +19.3% | -40.8% | -14.8% |
| All | -21.5% | +18.2% | -39.7% | -14.8% |
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