-32.1%
NKE vs LBRT
+33.5%
-65.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.1% |
| 7D | -2.0% | +8.7% | -10.7% | -2.9% |
| 30D | -8.6% | +6.6% | -15.2% | -9.3% |
| 3M | -11.0% | -34.5% | +23.4% | -7.7% |
| 6M | -33.2% | -24.5% | -8.7% | -32.2% |
| YTD | -38.1% | +12.7% | -50.9% | -40.2% |
| 1Y | -47.4% | +94.8% | -142.2% | -52.7% |
| 3Y | -59.8% | +31.9% | -91.6% | -63.2% |
| 5Y | -74.2% | +111.8% | -186.1% | -78.2% |
| All | -32.1% | +33.5% | -65.5% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling