+95.6%
NOC vs LBRT
-22.5%
+118.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.4% |
| 7D | -5.8% | -29.1% | +23.3% | -3.6% |
| 30D | +10.9% | -38.4% | +49.3% | +14.5% |
| 3M | -7.1% | -40.1% | +32.9% | -4.1% |
| 6M | -5.3% | -62.9% | +57.6% | +0.8% |
| YTD | -6.8% | -34.5% | +27.7% | -5.5% |
| 1Y | -6.7% | -30.2% | +23.5% | -6.0% |
| 3Y | +17.2% | -37.5% | +54.6% | +16.3% |
| 5Y | +56.3% | +7.6% | +48.7% | +45.5% |
| All | +95.6% | -22.5% | +118.1% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling