+220.0%
NRG vs LBRT
+27.1%
+192.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -0.4% |
| 7D | +9.3% | +6.9% | +2.3% | +7.6% |
| 30D | +1.3% | +7.8% | -6.5% | -0.6% |
| 3M | -6.0% | -25.3% | +19.3% | -0.7% |
| 6M | -22.0% | -19.6% | -2.4% | -20.1% |
| YTD | -24.1% | +17.2% | -41.3% | -30.3% |
| 1Y | -18.0% | +114.1% | -132.1% | -37.7% |
| 3Y | +220.0% | +27.0% | +193.0% | +171.6% |
| All | +220.0% | +27.1% | +192.9% | +171.6% |
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