+3,132.7%
NVDA vs LBRT
-16.2%
+3,148.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +8.1% | -12.4% | -5.7% |
| 7D | -11.6% | -11.9% | +0.3% | -9.7% |
| 30D | -22.1% | -31.9% | +9.9% | -17.0% |
| 3M | -20.1% | -34.9% | +14.7% | -14.5% |
| 6M | -16.8% | -60.7% | +43.9% | -3.7% |
| YTD | -4.0% | -29.2% | +25.2% | -0.7% |
| 1Y | -4.8% | -23.6% | +18.8% | -3.1% |
| 3Y | +281.7% | -26.8% | +308.5% | +276.8% |
| 5Y | +485.4% | +16.3% | +469.0% | +420.7% |
| All | +3,132.7% | -16.2% | +3,148.9% | +2,506.7% |
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