-9.7%
NOC vs LBRT
+100.7%
-110.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.5% |
| 7D | -5.2% | +8.3% | -13.4% | -5.2% |
| 30D | -7.2% | +6.1% | -13.3% | -7.2% |
| 3M | -5.1% | -34.8% | +29.7% | -4.8% |
| 6M | -31.1% | -24.8% | -6.2% | -31.0% |
| YTD | -8.6% | +12.2% | -20.8% | -9.3% |
| 1Y | -9.7% | +94.0% | -103.7% | -12.1% |
| All | -9.7% | +100.7% | -110.4% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling