+3,276.9%
NVDA vs LBRT
-22.5%
+3,299.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.4% | -2.6% | +1.8% |
| 7D | -8.8% | -29.1% | +20.4% | -3.3% |
| 30D | -21.4% | -38.4% | +17.0% | -14.7% |
| 3M | -14.7% | -40.1% | +25.4% | -7.2% |
| 6M | -10.0% | -62.9% | +52.9% | +5.3% |
| YTD | +0.3% | -34.5% | +34.8% | +5.3% |
| 1Y | -0.5% | -30.2% | +29.7% | +3.0% |
| 3Y | +309.2% | -37.5% | +346.6% | +315.2% |
| 5Y | +530.1% | +7.6% | +522.5% | +469.0% |
| All | +3,276.9% | -22.5% | +3,299.3% | +2,664.1% |
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