-99.2%
NVD vs LBRT
+41.3%
-140.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.9% | 0.0% | +5.4% |
| 7D | -7.7% | +6.9% | -14.6% | -5.3% |
| 30D | -5.8% | +7.8% | -13.6% | -2.3% |
| 3M | -23.2% | -25.3% | +2.1% | -29.0% |
| 6M | -49.7% | -19.6% | -30.2% | -51.6% |
| YTD | -47.7% | +17.2% | -64.9% | -40.0% |
| 1Y | -61.3% | +114.1% | -175.4% | -39.9% |
| 3Y | -99.2% | +27.0% | -126.2% | -98.8% |
| All | -99.2% | +41.3% | -140.5% | -98.8% |
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