+309.2%
NVDA vs LBRT
-38.0%
+347.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.4% | -2.6% | +1.6% |
| 7D | -8.8% | -29.1% | +20.4% | -2.3% |
| 30D | -21.4% | -38.4% | +17.0% | -13.5% |
| 3M | -14.7% | -40.1% | +25.4% | -5.9% |
| 6M | -10.0% | -62.9% | +52.9% | +8.0% |
| YTD | +0.3% | -34.5% | +34.8% | +5.1% |
| 1Y | -0.5% | -30.2% | +29.7% | +2.5% |
| 3Y | +309.2% | -37.5% | +346.6% | +316.6% |
| All | +309.2% | -38.0% | +347.2% | +316.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling