+154.7%
NSC vs LBRT
+33.5%
+121.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -5.5% | +8.3% | -13.8% | -6.7% |
| 30D | -3.2% | +6.1% | -9.3% | -4.3% |
| 3M | +7.7% | -34.8% | +42.4% | +13.5% |
| 6M | +4.5% | -24.8% | +29.3% | +7.2% |
| YTD | +15.6% | +12.2% | +3.3% | +10.3% |
| 1Y | +19.8% | +94.0% | -74.1% | +2.7% |
| 3Y | +70.1% | +31.3% | +38.8% | +50.3% |
| 5Y | +46.1% | +111.8% | -65.7% | +13.6% |
| All | +154.7% | +33.5% | +121.3% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling