+407.3%
NRG vs LBRT
+33.5%
+373.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.5% | +4.9% | +6.2% |
| 7D | +7.1% | +8.7% | -1.6% | +5.7% |
| 30D | -1.4% | +6.6% | -8.0% | -2.5% |
| 3M | -10.5% | -34.5% | +24.0% | -5.4% |
| 6M | -26.7% | -24.5% | -2.2% | -24.7% |
| YTD | -24.5% | +12.7% | -37.3% | -27.4% |
| 1Y | -18.6% | +94.8% | -113.4% | -28.8% |
| 3Y | +227.1% | +31.9% | +195.3% | +197.9% |
| 5Y | +198.8% | +111.8% | +86.9% | +148.8% |
| All | +407.3% | +33.5% | +373.8% | +254.7% |
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 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