+238.2%
NEM vs LBRT
-38.0%
+276.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.8% |
| 7D | +13.4% | -29.1% | +42.6% | +15.1% |
| 30D | +6.5% | -38.4% | +44.9% | +9.0% |
| 3M | +14.9% | -40.1% | +55.0% | +17.7% |
| 6M | +5.5% | -62.9% | +68.4% | +10.7% |
| YTD | +21.9% | -34.5% | +56.4% | +23.6% |
| 1Y | +47.9% | -30.2% | +78.1% | +49.4% |
| 3Y | +238.2% | -37.5% | +275.6% | +245.4% |
| All | +238.2% | -38.0% | +276.2% | +245.4% |
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