+72.7%
NEM vs LBRT
+100.7%
-28.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.8% |
| 7D | +0.3% | +8.3% | -8.0% | +0.1% |
| 30D | +23.1% | +6.1% | +16.9% | +22.9% |
| 3M | +18.5% | -34.8% | +53.2% | +18.9% |
| 6M | +7.8% | -24.8% | +32.6% | +8.8% |
| YTD | +29.1% | +12.2% | +16.9% | +32.3% |
| 1Y | +72.7% | +94.0% | -21.3% | +88.0% |
| All | +72.7% | +100.7% | -28.1% | +88.0% |
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