+0.7%
NVO vs LBRT
+138.4%
-137.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.5% |
| 7D | -4.7% | +10.2% | -14.9% | -5.1% |
| 30D | -5.4% | +4.9% | -10.3% | -5.7% |
| 3M | +7.0% | -21.2% | +28.2% | +8.0% |
| 6M | +17.6% | -19.9% | +37.6% | +18.3% |
| YTD | -8.0% | +20.8% | -28.8% | -9.8% |
| 1Y | -13.8% | +123.5% | -137.4% | -18.8% |
| 3Y | -50.3% | +30.9% | -81.2% | -52.5% |
| 5Y | +0.7% | +136.3% | -135.6% | -7.3% |
| All | +0.7% | +138.4% | -137.8% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling