+93.2%
NOC vs LBRT
+38.7%
+54.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.4% |
| 7D | -2.7% | +6.9% | -9.6% | -3.2% |
| 30D | -8.9% | +7.8% | -16.7% | -9.4% |
| 3M | -3.7% | -25.3% | +21.6% | -2.1% |
| 6M | -30.8% | -19.6% | -11.2% | -30.3% |
| YTD | -7.9% | +17.2% | -25.1% | -10.2% |
| 1Y | -9.4% | +114.1% | -123.5% | -16.4% |
| 3Y | +29.0% | +27.0% | +2.0% | +21.8% |
| 5Y | +56.1% | +128.3% | -72.2% | +37.8% |
| All | +93.2% | +38.7% | +54.5% | +68.7% |
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