+94.7%
NVS vs LBRT
-28.3%
+123.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | +0.8% |
| 7D | +1.3% | -11.9% | +13.3% | +1.2% |
| 30D | +13.9% | -31.9% | +45.8% | +13.4% |
| 3M | +4.7% | -34.9% | +39.6% | +4.2% |
| 6M | +12.1% | -60.7% | +72.8% | +12.0% |
| YTD | +22.3% | -29.2% | +51.6% | +20.8% |
| 1Y | +33.5% | -23.6% | +57.1% | +31.6% |
| 3Y | +94.7% | -26.8% | +121.6% | +88.8% |
| All | +94.7% | -28.3% | +123.1% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling