+337.5%
NUE vs LBRT
-19.0%
+356.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.3% | +3.7% |
| 7D | -6.2% | -15.7% | +9.4% | -2.9% |
| 30D | +2.5% | -34.3% | +36.7% | +11.6% |
| 3M | -6.4% | -40.6% | +34.2% | +4.1% |
| 6M | +13.3% | -62.0% | +75.3% | +37.2% |
| YTD | +58.5% | -31.6% | +90.2% | +65.3% |
| 1Y | +81.9% | -25.8% | +107.7% | +85.4% |
| 3Y | +75.3% | -30.4% | +105.6% | +72.7% |
| 5Y | +149.9% | +18.7% | +131.3% | +109.2% |
| All | +337.5% | -19.0% | +356.6% | +212.5% |
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