+318.4%
NEM vs LBRT
+33.5%
+285.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.9% |
| 7D | +0.3% | +8.7% | -8.4% | -0.3% |
| 30D | +23.1% | +6.6% | +16.5% | +22.5% |
| 3M | +18.5% | -34.5% | +53.0% | +21.5% |
| 6M | +7.8% | -24.5% | +32.3% | +9.2% |
| YTD | +29.1% | +12.7% | +16.4% | +27.0% |
| 1Y | +72.7% | +94.8% | -22.2% | +62.7% |
| 3Y | +248.7% | +31.9% | +216.9% | +232.9% |
| 5Y | +148.7% | +111.8% | +36.9% | +127.2% |
| All | +318.4% | +33.5% | +285.0% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling