-74.0%
NKE vs LBRT
+116.2%
-190.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.2% |
| 7D | -0.1% | +6.9% | -7.0% | -0.7% |
| 30D | -7.7% | +7.8% | -15.5% | -8.5% |
| 3M | -10.9% | -25.3% | +14.3% | -8.8% |
| 6M | -31.9% | -19.6% | -12.3% | -31.3% |
| YTD | -38.6% | +17.2% | -55.8% | -41.2% |
| 1Y | -46.9% | +114.1% | -161.0% | -53.7% |
| 3Y | -58.2% | +27.0% | -85.2% | -62.3% |
| 5Y | -74.0% | +128.3% | -202.3% | -77.9% |
| All | -74.0% | +116.2% | -190.2% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling