+147.4%
NSC vs LBRT
-22.5%
+169.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.4% | -8.2% | -3.6% |
| 7D | -6.6% | -29.1% | +22.5% | -2.2% |
| 30D | +2.2% | -38.4% | +40.5% | +9.0% |
| 3M | -6.2% | -40.1% | +33.8% | +0.1% |
| 6M | +1.7% | -62.9% | +64.6% | +15.6% |
| YTD | +12.2% | -34.5% | +46.7% | +15.1% |
| 1Y | +15.4% | -30.2% | +45.6% | +16.7% |
| 3Y | +73.3% | -37.5% | +110.8% | +70.9% |
| 5Y | +24.7% | +7.6% | +17.1% | +7.5% |
| All | +147.4% | -22.5% | +169.9% | +73.6% |
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 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