+127.5%
NI vs LBRT
+33.5%
+94.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | +2.0% | +8.7% | -6.7% | +1.4% |
| 30D | -3.5% | +6.6% | -10.1% | -4.0% |
| 3M | -9.1% | -34.5% | +25.3% | -6.9% |
| 6M | -11.8% | -24.5% | +12.7% | -10.8% |
| YTD | +1.1% | +12.7% | -11.6% | -0.7% |
| 1Y | +6.7% | +94.8% | -88.1% | +0.2% |
| 3Y | +71.1% | +31.9% | +39.2% | +62.6% |
| 5Y | +94.3% | +111.8% | -17.5% | +75.6% |
| All | +127.5% | +33.5% | +94.0% | +73.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling