-60.9%
NKE vs LBRT
-30.4%
-30.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -2.9% |
| 7D | +0.5% | -15.7% | +16.2% | +1.2% |
| 30D | +11.4% | -34.3% | +45.7% | +13.7% |
| 3M | -7.2% | -40.6% | +33.4% | -4.7% |
| 6M | -10.7% | -62.0% | +51.3% | -4.9% |
| YTD | -37.7% | -31.6% | -6.1% | -38.8% |
| 1Y | -34.3% | -25.8% | -8.5% | -36.3% |
| 3Y | -60.9% | -30.4% | -30.6% | -63.9% |
| All | -60.9% | -30.4% | -30.6% | -63.9% |
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 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