+375.9%
NRG vs LBRT
+34.6%
+341.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.9% | +2.7% | -2.3% |
| 7D | -0.2% | +2.3% | -2.5% | -0.5% |
| 30D | -6.8% | -2.9% | -3.9% | -6.5% |
| 3M | -7.1% | -26.1% | +19.0% | -3.7% |
| 6M | -27.6% | -26.2% | -1.4% | -25.3% |
| YTD | -29.2% | +13.7% | -42.9% | -32.0% |
| 1Y | -29.9% | +93.6% | -123.5% | -38.7% |
| 3Y | +198.7% | +23.2% | +175.4% | +174.4% |
| 5Y | +192.9% | +125.5% | +67.4% | +141.9% |
| All | +375.9% | +34.6% | +341.3% | +232.2% |
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