+104.6%
NOC vs LBRT
-16.2%
+120.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +4.5% | +13.8% | -9.3% | +3.5% |
| 30D | +14.1% | -32.4% | +46.5% | +16.9% |
| 3M | -4.5% | -39.9% | +35.4% | -1.3% |
| 6M | -0.8% | -60.8% | +60.1% | +5.3% |
| YTD | -2.5% | -29.3% | +26.7% | -1.7% |
| 1Y | -0.1% | -18.9% | +18.8% | -0.5% |
| 3Y | +24.6% | -28.0% | +52.6% | +22.3% |
| 5Y | +65.6% | +26.6% | +39.0% | +52.3% |
| All | +104.6% | -16.2% | +120.8% | +84.5% |
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