+512.2%
NVT vs LBRT
-26.8%
+539.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.5% | +2.9% |
| 7D | +3.5% | -1.9% | +5.4% | +4.3% |
| 30D | -28.2% | -32.0% | +3.9% | -20.4% |
| 3M | -30.1% | -39.7% | +9.6% | -20.1% |
| 6M | -32.5% | -61.1% | +28.6% | -15.2% |
| YTD | +15.2% | -29.4% | +44.6% | +23.2% |
| 1Y | +7.2% | -24.5% | +31.7% | +12.6% |
| 3Y | +134.2% | -28.1% | +162.3% | +137.1% |
| 5Y | +238.3% | +23.9% | +214.4% | +180.5% |
| All | +512.2% | -26.8% | +539.0% | +332.7% |
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