+115.7%
NVS vs LBRT
+115.1%
+0.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.9% |
| 7D | +4.0% | +8.7% | -4.7% | +3.8% |
| 30D | +3.6% | +6.6% | -3.0% | +3.4% |
| 3M | +7.8% | -34.5% | +42.3% | +8.9% |
| 6M | -0.2% | -24.5% | +24.3% | +0.2% |
| YTD | +19.6% | +12.7% | +6.9% | +18.2% |
| 1Y | +28.4% | +94.8% | -66.5% | +23.8% |
| 3Y | +76.2% | +31.9% | +44.3% | +70.0% |
| All | +115.7% | +115.1% | +0.6% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling