-32.7%
NVTS vs LBRT
-15.4%
-17.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.4% | +4.2% | +7.6% |
| 7D | +1.5% | -29.1% | +30.7% | +14.7% |
| 30D | -23.8% | -38.4% | +14.6% | -9.3% |
| 3M | -30.6% | -40.1% | +9.5% | -16.8% |
| 6M | -48.4% | -62.9% | +14.5% | -27.2% |
| YTD | +20.6% | -34.5% | +55.1% | +40.4% |
| 1Y | -2.5% | -30.2% | +27.7% | +11.3% |
| 3Y | +44.0% | -37.5% | +81.4% | +58.9% |
| 5Y | -42.6% | +7.6% | -50.2% | -42.3% |
| All | -32.7% | -15.4% | -17.4% | -31.4% |
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