+94.0%
LBRT vs NYT
+15.2%
+78.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.1% |
| 7D | +8.3% | -1.3% | +9.5% | +8.1% |
| 30D | +6.1% | +2.7% | +3.4% | +6.4% |
| 3M | -34.8% | -10.3% | -24.4% | -35.1% |
| 6M | -24.8% | -16.6% | -8.3% | -25.4% |
| YTD | +12.2% | -2.3% | +14.5% | +16.4% |
| 1Y | +94.0% | +15.0% | +79.0% | +120.1% |
| All | +94.0% | +15.2% | +78.8% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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