-58.2%
NKE vs LBRT
+27.1%
-85.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.1% |
| 7D | -0.1% | +6.9% | -7.0% | -0.5% |
| 30D | -7.7% | +7.8% | -15.5% | -8.3% |
| 3M | -10.9% | -25.3% | +14.3% | -9.1% |
| 6M | -31.9% | -19.6% | -12.3% | -31.5% |
| YTD | -38.6% | +17.2% | -55.8% | -41.3% |
| 1Y | -46.9% | +114.1% | -161.0% | -54.0% |
| 3Y | -58.2% | +27.0% | -85.2% | -62.2% |
| All | -58.2% | +27.1% | -85.3% | -62.2% |
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