+177.8%
NEE vs LBRT
+38.7%
+139.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.5% | +0.3% |
| 7D | +1.1% | +6.9% | -5.9% | +0.8% |
| 30D | -0.2% | +7.8% | -8.0% | -0.6% |
| 3M | +0.5% | -25.3% | +25.8% | +1.6% |
| 6M | -6.5% | -19.6% | +13.0% | -6.0% |
| YTD | +6.7% | +17.2% | -10.5% | +5.3% |
| 1Y | +23.6% | +114.1% | -90.5% | +18.0% |
| 3Y | +37.1% | +27.0% | +10.1% | +32.6% |
| 5Y | +10.9% | +128.3% | -117.4% | +3.1% |
| All | +177.8% | +38.7% | +139.0% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling