+153.5%
NI vs LBRT
-16.2%
+169.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +3.1% | +13.8% | -10.7% | +2.2% |
| 30D | +11.2% | -32.4% | +43.5% | +13.7% |
| 3M | +9.8% | -39.9% | +49.7% | +13.1% |
| 6M | -1.6% | -60.8% | +59.2% | +3.9% |
| YTD | +12.6% | -29.3% | +41.9% | +13.7% |
| 1Y | +7.8% | -18.9% | +26.7% | +7.7% |
| 3Y | +100.5% | -28.0% | +128.5% | +98.0% |
| 5Y | +114.4% | +26.6% | +87.8% | +100.4% |
| All | +153.5% | -16.2% | +169.8% | +98.5% |
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