+22.1%
LBRT vs NWSA
+47.8%
-25.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.1% |
| 7D | +8.7% | -1.9% | +10.6% | +9.4% |
| 30D | +6.6% | +4.6% | +2.0% | +4.8% |
| 3M | -34.5% | +13.2% | -47.7% | -37.5% |
| 6M | -24.5% | +27.0% | -51.5% | -32.1% |
| YTD | +12.7% | +16.8% | -4.1% | +5.4% |
| 1Y | +94.8% | +4.5% | +90.3% | +93.6% |
| All | +22.1% | +47.8% | -25.7% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling