-33.9%
NKE vs LBRT
+43.0%
-76.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.3% |
| 7D | -2.3% | +10.2% | -12.5% | -3.3% |
| 30D | -10.4% | +4.9% | -15.2% | -10.9% |
| 3M | -15.5% | -21.2% | +5.8% | -14.0% |
| 6M | -32.6% | -19.9% | -12.7% | -32.0% |
| YTD | -39.8% | +20.8% | -60.6% | -42.2% |
| 1Y | -47.6% | +123.5% | -171.1% | -53.6% |
| 3Y | -59.0% | +30.9% | -89.9% | -62.4% |
| 5Y | -74.9% | +136.3% | -211.2% | -79.0% |
| All | -33.9% | +43.0% | -76.9% | -49.3% |
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