-39.2%
NKE vs LBRT
-23.3%
-16.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.4% |
| 7D | -4.6% | +13.8% | -18.4% | -3.5% |
| 30D | +6.9% | -32.4% | +39.3% | +3.7% |
| 3M | -5.8% | -39.9% | +34.1% | -9.1% |
| 6M | -9.1% | -60.8% | +51.7% | -13.1% |
| YTD | -39.2% | -29.3% | -9.9% | -42.7% |
| 1Y | -39.2% | -18.9% | -20.4% | -42.1% |
| All | -39.2% | -23.3% | -16.0% | -42.1% |
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