+103.3%
NOK vs LBRT
-16.2%
+119.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +11.0% | +13.8% | -2.8% | +9.0% |
| 30D | -16.0% | -32.4% | +16.4% | -11.4% |
| 3M | -19.8% | -39.9% | +20.1% | -14.0% |
| 6M | -37.1% | -60.8% | +23.7% | -29.2% |
| YTD | +28.0% | -29.3% | +57.2% | +33.6% |
| 1Y | +17.9% | -18.9% | +36.8% | +21.0% |
| 3Y | +152.7% | -28.0% | +180.7% | +154.7% |
| 5Y | +62.3% | +26.6% | +35.7% | +48.7% |
| All | +103.3% | -16.2% | +119.6% | +65.3% |
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