-12.8%
NVO vs LBRT
+100.7%
-113.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.9% |
| 7D | +2.2% | +8.3% | -6.1% | +2.3% |
| 30D | +6.0% | +6.1% | -0.1% | +6.0% |
| 3M | +7.9% | -34.8% | +42.6% | +9.1% |
| 6M | +27.1% | -24.8% | +51.9% | +27.1% |
| YTD | -3.8% | +12.2% | -16.1% | -4.8% |
| 1Y | -12.8% | +94.0% | -106.8% | -12.7% |
| All | -12.8% | +100.7% | -113.6% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling