+1,602.9%
NET vs LBRT
+107.1%
+1,495.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | +9.9% | +1.8% | +8.1% | +9.7% |
| 30D | -1.6% | -2.5% | +0.9% | -1.4% |
| 3M | +34.8% | -24.9% | +59.7% | +38.0% |
| 6M | +43.9% | -29.5% | +73.4% | +47.6% |
| YTD | +55.5% | +14.7% | +40.7% | +51.4% |
| 1Y | +36.5% | +91.7% | -55.3% | +25.5% |
| 3Y | +368.3% | +24.6% | +343.7% | +340.3% |
| 5Y | +140.5% | +127.7% | +12.8% | +121.5% |
| All | +1,602.9% | +107.1% | +1,495.9% | +1,702.8% |
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