-59.5%
NVD vs LBRT
+119.0%
-178.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +2.7% |
| 7D | +0.5% | +10.2% | -9.7% | +3.3% |
| 30D | -9.3% | +4.9% | -14.2% | -7.4% |
| 3M | -22.1% | -21.2% | -0.9% | -24.4% |
| 6M | -45.8% | -19.9% | -25.9% | -46.8% |
| YTD | -46.7% | +20.8% | -67.5% | -39.7% |
| 1Y | -59.5% | +123.5% | -183.0% | -46.3% |
| All | -59.5% | +119.0% | -178.4% | -46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling