+30.4%
NLY vs LBRT
+131.0%
-100.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.8% |
| 7D | -0.4% | +10.2% | -10.6% | -1.4% |
| 30D | -1.3% | +4.9% | -6.2% | -1.9% |
| 3M | +7.6% | -21.2% | +28.9% | +9.5% |
| 6M | +8.9% | -19.9% | +28.8% | +10.0% |
| YTD | +8.1% | +20.8% | -12.7% | +3.5% |
| 1Y | +15.8% | +123.5% | -107.8% | +1.1% |
| 3Y | +70.2% | +30.9% | +39.2% | +53.8% |
| All | +30.4% | +131.0% | -100.5% | +4.6% |
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