+191.2%
NVT vs LBRT
+27.1%
+164.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.3% | +3.2% |
| 7D | +10.4% | +6.9% | +3.4% | +8.5% |
| 30D | -1.3% | +7.8% | -9.1% | -3.2% |
| 3M | -0.6% | -25.3% | +24.6% | +5.7% |
| 6M | +53.8% | -19.6% | +73.3% | +58.6% |
| YTD | +60.2% | +17.2% | +43.0% | +48.1% |
| 1Y | +76.8% | +114.1% | -37.3% | +34.7% |
| 3Y | +191.2% | +27.0% | +164.2% | +159.0% |
| All | +191.2% | +27.1% | +164.2% | +159.0% |
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