-99.2%
NVD vs LBRT
+35.4%
-134.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.0% |
| 7D | -11.1% | +8.3% | -19.4% | -8.3% |
| 30D | -13.3% | +6.1% | -19.4% | -10.6% |
| 3M | -19.8% | -34.8% | +14.9% | -29.2% |
| 6M | -48.8% | -24.8% | -24.0% | -52.0% |
| YTD | -49.7% | +12.2% | -61.9% | -43.1% |
| 1Y | -61.4% | +94.0% | -155.3% | -42.4% |
| 3Y | -99.1% | +31.3% | -130.4% | -98.8% |
| All | -99.2% | +35.4% | -134.6% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling