-48.8%
NVD vs LBRT
-25.4%
-23.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.8% | -1.0% |
| 7D | -11.1% | +8.7% | -19.8% | -9.2% |
| 30D | -13.3% | +6.6% | -19.9% | -11.4% |
| 3M | -19.8% | -34.5% | +14.6% | -21.1% |
| 6M | -48.8% | -24.5% | -24.3% | -51.0% |
| All | -48.8% | -25.4% | -23.3% | -51.0% |
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