+149.5%
NVS vs LBRT
+38.7%
+110.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +3.9% | -17.9% | -14.1% |
| 7D | -14.6% | +6.9% | -21.5% | -14.9% |
| 30D | -11.9% | +7.8% | -19.7% | -12.3% |
| 3M | -6.0% | -25.3% | +19.3% | -5.1% |
| 6M | -11.4% | -19.6% | +8.2% | -11.0% |
| YTD | +2.9% | +17.2% | -14.2% | +1.4% |
| 1Y | +10.2% | +114.1% | -103.8% | +5.0% |
| 3Y | +55.3% | +27.0% | +28.3% | +49.8% |
| 5Y | +89.6% | +128.3% | -38.7% | +74.4% |
| All | +149.5% | +38.7% | +110.8% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling