-45.4%
NVDL vs LBRT
-61.3%
+15.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.3% | +2.5% | +4.2% |
| 7D | -26.2% | -1.9% | -24.3% | -25.0% |
| 30D | -43.2% | -32.0% | -11.2% | -32.6% |
| 3M | -40.5% | -39.7% | -0.9% | -26.5% |
| 6M | -45.4% | -61.1% | +15.7% | -16.4% |
| All | -45.4% | -61.3% | +15.9% | -16.4% |
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