+149.4%
NI vs LBRT
-16.2%
+165.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +1.5% |
| 7D | +0.4% | -11.9% | +12.4% | +1.1% |
| 30D | +11.3% | -31.9% | +43.2% | +13.8% |
| 3M | +6.5% | -34.9% | +41.3% | +9.1% |
| 6M | -2.3% | -60.7% | +58.4% | +3.2% |
| YTD | +10.8% | -29.2% | +40.0% | +11.8% |
| 1Y | +6.2% | -23.6% | +29.9% | +6.6% |
| 3Y | +98.7% | -26.8% | +125.5% | +96.0% |
| 5Y | +111.3% | +16.3% | +95.0% | +98.6% |
| All | +149.4% | -16.2% | +165.5% | +95.3% |
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