+153.4%
NXPI vs LBRT
-15.3%
+168.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +6.8% | +9.2% | -2.4% | +4.8% |
| 30D | +20.0% | -27.5% | +47.6% | +27.4% |
| 3M | +14.8% | -37.9% | +52.7% | +25.6% |
| 6M | -10.5% | -60.7% | +50.2% | +6.6% |
| YTD | +23.7% | -28.5% | +52.2% | +28.3% |
| 1Y | +34.1% | -13.2% | +47.3% | +33.1% |
| 3Y | +51.2% | -28.8% | +80.0% | +48.5% |
| 5Y | +33.4% | +28.0% | +5.5% | +9.4% |
| All | +153.4% | -15.3% | +168.8% | +60.6% |
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