+36.0%
NVS vs LBRT
-25.0%
+61.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -11.2% | +14.8% | +2.9% |
| 7D | +5.7% | -25.3% | +31.0% | +4.0% |
| 30D | +17.1% | -32.9% | +49.9% | +14.7% |
| 3M | +7.6% | -33.3% | +41.0% | +5.3% |
| 6M | +14.1% | -61.0% | +75.0% | +10.7% |
| YTD | +23.3% | -28.0% | +51.3% | +17.3% |
| 1Y | +36.0% | -21.5% | +57.5% | +28.6% |
| All | +36.0% | -25.0% | +61.0% | +28.6% |
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