+22.2%
NVD vs LBRT
-61.2%
+83.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +8.1% | +0.6% | +12.6% |
| 7D | +23.8% | -11.9% | +35.7% | +18.7% |
| 30D | +57.0% | -31.9% | +88.9% | +36.7% |
| 3M | +41.6% | -34.9% | +76.4% | +22.9% |
| All | +22.2% | -61.2% | +83.4% | -15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling