+43.0%
LBRT vs NWSA
+93.5%
-50.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +10.2% | -3.1% | +13.3% | +12.3% |
| 30D | +4.9% | +4.3% | +0.6% | +1.7% |
| 3M | -21.2% | +9.2% | -30.5% | -26.5% |
| 6M | -19.9% | +21.6% | -41.5% | -31.3% |
| YTD | +20.8% | +14.2% | +6.6% | +7.0% |
| 1Y | +123.5% | +1.8% | +121.8% | +112.6% |
| 3Y | +30.9% | +44.4% | -13.5% | -4.0% |
| 5Y | +136.3% | +41.0% | +95.3% | +67.5% |
| All | +43.0% | +93.5% | -50.5% | -32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling