-31.7%
NKE vs LBRT
-25.0%
-6.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -11.2% | +16.4% | +4.1% |
| 7D | +9.0% | -25.3% | +34.3% | +6.3% |
| 30D | +19.2% | -32.9% | +52.1% | +15.7% |
| 3M | -1.5% | -33.3% | +31.9% | -4.3% |
| 6M | -4.2% | -61.0% | +56.8% | -8.3% |
| YTD | -34.8% | -28.0% | -6.8% | -38.2% |
| 1Y | -31.7% | -21.5% | -10.2% | -33.9% |
| All | -31.7% | -25.0% | -6.7% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling