+17.2%
NOC vs LBRT
-38.0%
+55.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.1% |
| 7D | -5.8% | -29.1% | +23.3% | -5.3% |
| 30D | +10.9% | -38.4% | +49.3% | +11.8% |
| 3M | -7.1% | -40.1% | +32.9% | -6.4% |
| 6M | -5.3% | -62.9% | +57.6% | -3.6% |
| YTD | -6.8% | -34.5% | +27.7% | -7.0% |
| 1Y | -6.7% | -30.2% | +23.5% | -7.2% |
| 3Y | +17.2% | -37.5% | +54.6% | +17.8% |
| All | +17.2% | -38.0% | +55.2% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling