+146.3%
NOK vs LBRT
+33.5%
+112.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.5% |
| 7D | -1.8% | +8.7% | -10.5% | -2.8% |
| 30D | +4.7% | +6.6% | -1.9% | +3.8% |
| 3M | -39.7% | -34.5% | -5.2% | -36.6% |
| 6M | +23.1% | -24.5% | +47.6% | +26.9% |
| YTD | +55.0% | +12.7% | +42.3% | +51.8% |
| 1Y | +118.0% | +94.8% | +23.2% | +98.2% |
| 3Y | +170.5% | +31.9% | +138.6% | +150.8% |
| 5Y | +84.9% | +111.8% | -27.0% | +57.2% |
| All | +146.3% | +33.5% | +112.8% | +87.8% |
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 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