+156.7%
NSC vs LBRT
-16.4%
+173.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.3% |
| 7D | -3.5% | -1.9% | -1.6% | -3.4% |
| 30D | +3.9% | -32.0% | +36.0% | +9.3% |
| 3M | -0.8% | -39.7% | +38.9% | +5.8% |
| 6M | +7.1% | -61.1% | +68.2% | +20.9% |
| YTD | +16.4% | -29.4% | +45.8% | +18.0% |
| 1Y | +16.9% | -24.5% | +41.4% | +16.8% |
| 3Y | +78.4% | -28.1% | +106.5% | +71.9% |
| 5Y | +33.1% | +23.9% | +9.2% | +12.1% |
| All | +156.7% | -16.4% | +173.0% | +78.0% |
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