+45.2%
NU vs LBRT
+138.2%
-93.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.2% | -2.7% |
| 7D | -2.6% | +10.2% | -12.8% | -4.2% |
| 30D | +8.2% | +4.9% | +3.4% | +7.2% |
| 3M | +26.3% | -21.2% | +47.5% | +30.1% |
| 6M | +2.2% | -19.9% | +22.2% | +3.8% |
| YTD | -10.4% | +20.8% | -31.2% | -16.5% |
| 1Y | -3.0% | +123.5% | -126.5% | -21.0% |
| 3Y | +120.3% | +30.9% | +89.3% | +91.0% |
| All | +45.2% | +138.2% | -93.0% | +1.7% |
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