+227.7%
NXT vs LBRT
-15.6%
+243.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.4% | -1.4% | -4.1% |
| 7D | +4.0% | -15.7% | +19.6% | +7.4% |
| 30D | +15.9% | -34.3% | +50.2% | +26.4% |
| 3M | -3.0% | -40.6% | +37.6% | +8.2% |
| 6M | -20.7% | -62.0% | +41.3% | -2.0% |
| YTD | +14.6% | -31.6% | +46.2% | +19.6% |
| 1Y | -7.1% | -25.8% | +18.7% | -5.0% |
| 3Y | +189.4% | -30.4% | +219.8% | +190.4% |
| All | +227.7% | -15.6% | +243.3% | +202.8% |
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