+730.1%
NVT vs LBRT
+25.2%
+704.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -3.2% |
| 7D | +7.0% | +10.2% | -3.2% | +4.5% |
| 30D | -2.3% | +4.9% | -7.2% | -3.5% |
| 3M | -3.1% | -21.2% | +18.1% | +1.6% |
| 6M | +47.0% | -19.9% | +67.0% | +52.1% |
| YTD | +56.2% | +20.8% | +35.4% | +45.1% |
| 1Y | +74.5% | +123.5% | -49.0% | +36.5% |
| 3Y | +184.0% | +30.9% | +153.1% | +145.3% |
| 5Y | +410.8% | +136.3% | +274.5% | +254.1% |
| All | +730.1% | +25.2% | +704.9% | +409.8% |
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 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