+244.4%
NXT vs LBRT
-19.2%
+263.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.4% | 0.0% | +4.1% |
| 7D | +32.2% | -29.1% | +61.4% | +41.5% |
| 30D | +21.9% | -38.4% | +60.3% | +35.1% |
| 3M | +6.6% | -40.1% | +46.6% | +18.4% |
| 6M | -16.8% | -62.9% | +46.1% | +3.5% |
| YTD | +20.4% | -34.5% | +55.0% | +27.1% |
| 1Y | -1.5% | -30.2% | +28.7% | +2.2% |
| 3Y | +182.4% | -37.5% | +219.8% | +190.3% |
| All | +244.4% | -19.2% | +263.6% | +221.6% |
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 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