-62.9%
LBRT vs NWSA
+3.0%
-65.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.3% |
| 7D | -29.1% | -9.4% | -19.8% | -27.6% |
| 30D | -38.4% | -7.8% | -30.6% | -36.9% |
| 3M | -40.1% | -10.8% | -29.3% | -39.1% |
| 6M | -62.9% | +1.1% | -64.0% | -60.0% |
| All | -62.9% | +3.0% | -65.9% | -60.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling