+91.9%
NOC vs LBRT
+33.5%
+58.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.6% |
| 7D | -5.2% | +8.7% | -13.9% | -5.8% |
| 30D | -7.2% | +6.6% | -13.8% | -7.7% |
| 3M | -5.1% | -34.5% | +29.4% | -2.6% |
| 6M | -31.1% | -24.5% | -6.6% | -30.2% |
| YTD | -8.6% | +12.7% | -21.3% | -10.5% |
| 1Y | -9.7% | +94.8% | -104.6% | -16.1% |
| 3Y | +24.3% | +31.9% | -7.6% | +16.9% |
| 5Y | +52.6% | +111.8% | -59.2% | +35.5% |
| All | +91.9% | +33.5% | +58.4% | +68.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling