+28.0%
NU vs LBRT
+41.0%
-13.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.1% | +10.7% | +11.6% |
| 7D | +9.9% | +9.2% | +0.7% | +8.4% |
| 30D | -11.5% | -27.5% | +16.1% | -7.5% |
| 3M | -5.1% | -37.9% | +32.8% | +1.6% |
| 6M | +3.1% | -60.7% | +63.8% | +18.0% |
| YTD | -21.0% | -28.5% | +7.5% | -20.5% |
| 1Y | -15.2% | -13.2% | -2.0% | -18.0% |
| 3Y | +56.4% | -28.8% | +85.2% | +49.4% |
| All | +28.0% | +41.0% | -13.0% | -3.2% |
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 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