+1,449.6%
NET vs LBRT
+103.4%
+1,346.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | -7.0% | +8.3% | -15.2% | -7.7% |
| 30D | -4.8% | +6.1% | -10.9% | -5.4% |
| 3M | +3.8% | -34.8% | +38.6% | +7.8% |
| 6M | +50.0% | -24.8% | +74.9% | +52.9% |
| YTD | +41.5% | +12.2% | +29.3% | +38.1% |
| 1Y | +32.8% | +94.0% | -61.2% | +22.0% |
| 3Y | +335.9% | +31.3% | +304.6% | +308.4% |
| 5Y | +113.8% | +111.8% | +2.0% | +97.5% |
| All | +1,449.6% | +103.4% | +1,346.1% | +1,543.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling