+78.4%
NSC vs LBRT
-41.2%
+119.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.7% | +9.4% | -3.2% |
| 7D | -3.8% | -34.8% | +31.0% | -0.7% |
| 30D | +4.1% | -43.6% | +47.7% | +8.7% |
| 3M | -3.3% | -41.2% | +38.0% | +0.4% |
| 6M | +5.9% | -66.1% | +71.9% | +15.8% |
| YTD | +15.5% | -37.9% | +53.4% | +15.5% |
| 1Y | +19.3% | -33.9% | +53.2% | +18.0% |
| All | +78.4% | -41.2% | +119.5% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling