+33.5%
LBRT vs NWSA
+97.9%
-64.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +2.2% |
| 7D | +8.3% | -1.9% | +10.1% | +9.5% |
| 30D | +6.1% | +4.6% | +1.6% | +2.8% |
| 3M | -34.8% | +13.2% | -48.0% | -40.6% |
| 6M | -24.8% | +27.0% | -51.8% | -37.3% |
| YTD | +12.2% | +16.8% | -4.6% | -1.9% |
| 1Y | +94.0% | +4.5% | +89.5% | +81.3% |
| 3Y | +31.3% | +46.2% | -14.9% | -4.3% |
| 5Y | +111.8% | +40.9% | +70.9% | +51.0% |
| All | +33.5% | +97.9% | -64.4% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling