-1.0%
NOC vs LBRT
-27.7%
+26.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +1.8% |
| 7D | -0.3% | -15.7% | +15.4% | -0.4% |
| 30D | +14.1% | -34.3% | +48.4% | +13.8% |
| 3M | -4.6% | -40.6% | +36.0% | -5.0% |
| 6M | +0.7% | -62.0% | +62.7% | +1.0% |
| YTD | -2.6% | -31.6% | +29.0% | -5.6% |
| 1Y | -1.0% | -25.8% | +24.8% | -5.1% |
| All | -1.0% | -27.7% | +26.8% | -5.1% |
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