+114.1%
LBRT vs NWSA
+2.1%
+112.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +3.6% |
| 7D | +6.9% | -2.6% | +9.6% | +6.5% |
| 30D | +7.8% | +4.6% | +3.2% | +8.6% |
| 3M | -25.3% | +10.2% | -35.5% | -23.3% |
| 6M | -19.6% | +21.6% | -41.2% | -16.9% |
| YTD | +17.2% | +14.6% | +2.5% | +22.9% |
| 1Y | +114.1% | +0.4% | +113.7% | +123.7% |
| All | +114.1% | +2.1% | +112.0% | +123.7% |
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