+33.5%
LBRT vs NYT
+277.7%
-244.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +8.7% | -1.3% | +10.0% | +9.3% |
| 30D | +6.6% | +2.7% | +3.9% | +5.3% |
| 3M | -34.5% | -10.3% | -24.2% | -32.3% |
| 6M | -24.5% | -16.6% | -7.9% | -20.3% |
| YTD | +12.7% | -2.3% | +15.0% | +10.8% |
| 1Y | +94.8% | +15.0% | +79.8% | +77.2% |
| 3Y | +31.9% | +57.1% | -25.3% | +0.8% |
| 5Y | +111.8% | +37.2% | +74.7% | +67.8% |
| All | +33.5% | +277.7% | -244.2% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling