+96.4%
NBIX vs LBRT
+38.7%
+57.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.3% | -0.7% |
| 7D | -1.0% | +6.9% | -8.0% | -1.7% |
| 30D | -5.1% | +7.8% | -12.9% | -5.8% |
| 3M | -4.9% | -25.3% | +20.4% | -2.9% |
| 6M | +21.1% | -19.6% | +40.6% | +22.2% |
| YTD | +9.4% | +17.2% | -7.8% | +6.1% |
| 1Y | +7.9% | +114.1% | -106.2% | -2.1% |
| 3Y | +42.0% | +27.0% | +15.0% | +32.6% |
| 5Y | +63.7% | +128.3% | -64.6% | +40.7% |
| All | +96.4% | +38.7% | +57.6% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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