-50.9%
NVDL vs LBRT
-61.0%
+10.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.2% | -9.1% | -9.0% |
| 7D | -17.5% | +13.8% | -31.3% | -22.9% |
| 30D | -49.2% | -32.4% | -16.8% | -39.6% |
| 3M | -49.0% | -39.9% | -9.1% | -36.9% |
| 6M | -50.9% | -60.8% | +9.9% | -25.7% |
| All | -50.9% | -61.0% | +10.1% | -25.7% |
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 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