-37.5%
LBRT vs NWSA
+23.7%
-61.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.5% |
| 7D | -29.1% | -9.4% | -19.8% | -26.6% |
| 30D | -38.4% | -7.8% | -30.6% | -36.8% |
| 3M | -40.1% | -10.8% | -29.3% | -38.1% |
| 6M | -62.9% | +1.1% | -64.0% | -63.7% |
| YTD | -34.5% | +1.8% | -36.3% | -36.3% |
| 1Y | -30.2% | +6.0% | -36.2% | -34.2% |
| 3Y | -37.5% | +24.6% | -62.0% | -45.1% |
| All | -37.5% | +23.7% | -61.1% | -45.1% |
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