+100.9%
NOK vs LBRT
-16.2%
+117.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.1% | -1.3% | +5.6% |
| 7D | -1.4% | -11.9% | +10.5% | +0.3% |
| 30D | -21.0% | -31.9% | +10.9% | -16.8% |
| 3M | -12.6% | -34.9% | +22.3% | -7.3% |
| 6M | -36.2% | -60.7% | +24.5% | -28.1% |
| YTD | +26.4% | -29.2% | +55.6% | +32.0% |
| 1Y | +19.6% | -23.6% | +43.2% | +23.5% |
| 3Y | +152.6% | -26.8% | +179.4% | +154.1% |
| 5Y | +57.3% | +16.3% | +41.0% | +45.5% |
| All | +100.9% | -16.2% | +117.0% | +63.3% |
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 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