+71.1%
NEE vs LBRT
-27.9%
+98.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -3.4% | +13.8% | -17.2% | -3.6% |
| 30D | +9.0% | -32.4% | +41.4% | +10.1% |
| 3M | +0.2% | -39.9% | +40.1% | +1.6% |
| 6M | -8.5% | -60.8% | +52.3% | -5.8% |
| YTD | +8.6% | -29.3% | +37.8% | +9.0% |
| 1Y | +2.2% | -18.9% | +21.0% | +2.0% |
| All | +71.1% | -27.9% | +98.9% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling