+144.3%
NI vs LBRT
-22.5%
+166.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.0% | -1.0% |
| 7D | -0.9% | -29.1% | +28.2% | +1.1% |
| 30D | +9.6% | -38.4% | +48.0% | +12.9% |
| 3M | +2.5% | -40.1% | +42.5% | +5.6% |
| 6M | -5.8% | -62.9% | +57.1% | -0.2% |
| YTD | +8.6% | -34.5% | +43.1% | +10.2% |
| 1Y | +6.0% | -30.2% | +36.2% | +6.9% |
| 3Y | +91.0% | -37.5% | +128.5% | +90.5% |
| 5Y | +104.8% | +7.6% | +97.2% | +93.4% |
| All | +144.3% | -22.5% | +166.8% | +92.3% |
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 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