+137.9%
NOK vs LBRT
-38.0%
+175.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.7% | +1.6% |
| 7D | -10.5% | -29.1% | +18.6% | -4.4% |
| 30D | -27.9% | -38.4% | +10.5% | -20.9% |
| 3M | -18.8% | -40.1% | +21.3% | -10.5% |
| 6M | -41.9% | -62.9% | +21.0% | -31.9% |
| YTD | +18.4% | -34.5% | +52.9% | +30.0% |
| 1Y | +10.9% | -30.2% | +41.1% | +20.6% |
| 3Y | +137.9% | -37.5% | +175.4% | +147.8% |
| All | +137.9% | -38.0% | +175.9% | +147.8% |
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