+103.1%
NI vs LBRT
-27.1%
+130.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | +4.3% | +9.2% | -4.9% | +3.9% |
| 30D | +12.4% | -27.5% | +39.9% | +13.8% |
| 3M | +10.2% | -37.9% | +48.1% | +12.4% |
| 6M | -0.8% | -60.7% | +59.9% | +3.2% |
| YTD | +13.2% | -28.5% | +41.7% | +13.6% |
| 1Y | +10.1% | -13.2% | +23.3% | +9.1% |
| 3Y | +103.1% | -28.8% | +131.9% | +101.5% |
| All | +103.1% | -27.1% | +130.2% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling