+107.9%
NVO vs LBRT
+33.5%
+74.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | +2.2% | +8.7% | -6.6% | +1.9% |
| 30D | +6.0% | +6.6% | -0.6% | +5.7% |
| 3M | +7.9% | -34.5% | +42.3% | +9.2% |
| 6M | +27.1% | -24.5% | +51.6% | +27.8% |
| YTD | -3.8% | +12.7% | -16.6% | -4.8% |
| 1Y | -12.8% | +94.8% | -107.7% | -15.6% |
| 3Y | -46.3% | +31.9% | -78.2% | -47.7% |
| 5Y | +3.6% | +111.8% | -108.2% | -1.0% |
| All | +107.9% | +33.5% | +74.4% | +92.0% |
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