+10.2%
NVS vs LBRT
+106.9%
-96.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +3.9% | -17.9% | -13.8% |
| 7D | -14.6% | +6.9% | -21.5% | -14.4% |
| 30D | -11.9% | +7.8% | -19.7% | -11.7% |
| 3M | -6.0% | -25.3% | +19.3% | -6.3% |
| 6M | -11.4% | -19.6% | +8.2% | -11.9% |
| YTD | +2.9% | +17.2% | -14.2% | +2.2% |
| 1Y | +10.2% | +114.1% | -103.8% | +9.4% |
| All | +10.2% | +106.9% | -96.7% | +9.4% |
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