+51.1%
NEM vs LBRT
-25.0%
+76.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -11.2% | +21.1% | +10.4% |
| 7D | +3.7% | -25.3% | +29.0% | +5.4% |
| 30D | +2.0% | -32.9% | +34.9% | +4.5% |
| 3M | +21.1% | -33.3% | +54.4% | +24.1% |
| 6M | +9.5% | -61.0% | +70.5% | +16.2% |
| YTD | +19.1% | -28.0% | +47.1% | +18.4% |
| 1Y | +51.1% | -21.5% | +72.6% | +49.0% |
| All | +51.1% | -25.0% | +76.1% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling