+35.9%
LBRT vs NYT
+275.4%
-239.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +1.8% | -0.6% | +2.4% | +2.0% |
| 30D | -2.5% | +4.6% | -7.1% | -4.4% |
| 3M | -24.9% | -9.6% | -15.3% | -22.6% |
| 6M | -29.5% | -14.0% | -15.5% | -26.6% |
| YTD | +14.7% | -2.8% | +17.6% | +13.1% |
| 1Y | +91.7% | +15.6% | +76.1% | +73.9% |
| 3Y | +24.6% | +56.3% | -31.7% | -4.5% |
| 5Y | +127.7% | +39.5% | +88.2% | +78.5% |
| All | +35.9% | +275.4% | -239.6% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling