+16.0%
NSC vs LBRT
-25.8%
+41.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.1% | +0.6% |
| 7D | -3.4% | -15.7% | +12.2% | -3.9% |
| 30D | +3.6% | -34.3% | +37.9% | +2.3% |
| 3M | -1.4% | -40.6% | +39.2% | -2.8% |
| 6M | +6.0% | -62.0% | +68.0% | +5.3% |
| YTD | +15.5% | -31.6% | +47.1% | +9.4% |
| All | +16.0% | -25.8% | +41.8% | +8.5% |
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