+24.4%
NSC vs LBRT
+6.0%
+18.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.4% | -8.2% | -3.4% |
| 7D | -6.6% | -29.1% | +22.5% | -3.3% |
| 30D | +2.2% | -38.4% | +40.5% | +7.3% |
| 3M | -6.2% | -40.1% | +33.8% | -1.5% |
| 6M | +1.7% | -62.9% | +64.6% | +12.6% |
| YTD | +12.2% | -34.5% | +46.7% | +13.3% |
| 1Y | +15.4% | -30.2% | +45.6% | +15.1% |
| 3Y | +73.3% | -37.5% | +110.8% | +68.4% |
| All | +24.4% | +6.0% | +18.4% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling