+717.0%
NVT vs LBRT
+16.9%
+700.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.2% |
| 7D | +5.1% | +8.7% | -3.6% | +2.9% |
| 30D | -3.7% | +6.6% | -10.3% | -5.3% |
| 3M | -10.1% | -34.5% | +24.3% | -1.4% |
| 6M | +37.5% | -24.5% | +62.0% | +44.3% |
| YTD | +53.7% | +12.7% | +41.0% | +45.3% |
| 1Y | +70.9% | +94.8% | -24.0% | +38.3% |
| 3Y | +180.4% | +31.9% | +148.5% | +141.4% |
| 5Y | +393.5% | +111.8% | +281.6% | +251.7% |
| All | +717.0% | +16.9% | +700.1% | +410.4% |
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