-19.0%
LBRT vs NWSA
+73.9%
-92.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -15.7% | -9.7% | -6.0% | -10.2% |
| 30D | -34.3% | -8.6% | -25.6% | -31.0% |
| 3M | -40.6% | -6.3% | -34.3% | -39.2% |
| 6M | -62.0% | -1.2% | -60.8% | -62.9% |
| YTD | -31.6% | +2.6% | -34.3% | -36.0% |
| 1Y | -25.8% | 0.0% | -25.8% | -29.4% |
| 3Y | -30.4% | +30.1% | -60.4% | -45.8% |
| 5Y | +18.7% | +18.3% | +0.4% | -5.8% |
| All | -19.0% | +73.9% | -92.9% | -59.3% |
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