+164.2%
NOK vs LBRT
+43.0%
+121.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.6% |
| 7D | +9.3% | +10.2% | -0.8% | +8.0% |
| 30D | +17.9% | +4.9% | +13.0% | +17.1% |
| 3M | -22.3% | -21.2% | -1.1% | -20.3% |
| 6M | +36.4% | -19.9% | +56.3% | +39.6% |
| YTD | +66.3% | +20.8% | +45.5% | +61.5% |
| 1Y | +134.4% | +123.5% | +10.9% | +109.5% |
| 3Y | +186.6% | +30.9% | +155.7% | +166.0% |
| 5Y | +102.7% | +136.3% | -33.6% | +70.0% |
| All | +164.2% | +43.0% | +121.2% | +99.7% |
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