+23.4%
NSC vs LBRT
-25.0%
+48.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.2% | +12.1% | +0.5% |
| 7D | +1.8% | -25.3% | +27.1% | +0.7% |
| 30D | +8.8% | -32.9% | +41.7% | +7.4% |
| 3M | +1.2% | -33.3% | +34.6% | 0.0% |
| 6M | +11.3% | -61.0% | +72.3% | +10.7% |
| YTD | +20.7% | -28.0% | +48.7% | +14.9% |
| 1Y | +23.4% | -21.5% | +44.9% | +16.5% |
| All | +23.4% | -25.0% | +48.4% | +16.5% |
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