+23.4%
LBRT vs NYT
+55.5%
-32.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.8% | -5.9% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | -2.9% | +4.5% | -7.4% | -3.7% |
| 3M | -26.1% | -8.5% | -17.6% | -25.3% |
| 6M | -26.2% | -15.1% | -11.1% | -24.7% |
| YTD | +13.7% | -3.3% | +16.9% | +12.1% |
| 1Y | +93.6% | +17.0% | +76.6% | +80.7% |
| All | +23.4% | +55.5% | -32.1% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling