+189.9%
NVS vs LBRT
+33.5%
+156.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | +4.0% | +8.7% | -4.7% | +3.7% |
| 30D | +3.6% | +6.6% | -3.0% | +3.3% |
| 3M | +7.8% | -34.5% | +42.3% | +9.4% |
| 6M | -0.2% | -24.5% | +24.3% | +0.5% |
| YTD | +19.6% | +12.7% | +6.9% | +18.0% |
| 1Y | +28.4% | +94.8% | -66.5% | +22.9% |
| 3Y | +76.2% | +31.9% | +44.3% | +69.6% |
| 5Y | +111.1% | +111.8% | -0.8% | +94.8% |
| All | +189.9% | +33.5% | +156.4% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling