+41.7%
NLY vs LBRT
+35.9%
+5.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.6% |
| 7D | -4.0% | +1.8% | -5.8% | -4.2% |
| 30D | -5.2% | -2.5% | -2.7% | -5.1% |
| 3M | +2.8% | -24.9% | +27.7% | +5.9% |
| 6M | +4.2% | -29.5% | +33.7% | +7.6% |
| YTD | +4.7% | +14.7% | -10.1% | +0.1% |
| 1Y | +12.7% | +91.7% | -79.0% | -1.4% |
| 3Y | +62.5% | +24.6% | +37.9% | +46.3% |
| 5Y | +26.3% | +127.7% | -101.4% | -1.1% |
| All | +41.7% | +35.9% | +5.8% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling