-18.6%
NRG vs LBRT
+100.7%
-119.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.0% | +5.4% | +6.3% |
| 7D | +7.1% | +8.3% | -1.1% | +6.0% |
| 30D | -1.4% | +6.1% | -7.6% | -2.2% |
| 3M | -10.5% | -34.8% | +24.3% | -5.1% |
| 6M | -26.7% | -24.8% | -1.9% | -24.8% |
| YTD | -24.5% | +12.2% | -36.8% | -28.3% |
| 1Y | -18.6% | +94.0% | -112.5% | -26.7% |
| All | -18.6% | +100.7% | -119.3% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling