-25.8%
LBRT vs NWSA
-0.1%
-25.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -15.7% | -9.7% | -6.0% | -15.6% |
| 30D | -34.3% | -8.6% | -25.6% | -33.9% |
| 3M | -40.6% | -6.3% | -34.3% | -39.9% |
| 6M | -62.0% | -1.2% | -60.8% | -60.6% |
| YTD | -31.6% | +2.6% | -34.3% | -26.4% |
| 1Y | -25.8% | 0.0% | -25.8% | -19.7% |
| All | -25.8% | -0.1% | -25.6% | -19.7% |
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