+162.4%
A vs LBRT
-15.3%
+177.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | -0.5% | +9.2% | -9.7% | -1.3% |
| 30D | 0.0% | -27.5% | +27.5% | +2.7% |
| 3M | +16.7% | -37.9% | +54.6% | +21.3% |
| 6M | +54.8% | -60.7% | +115.5% | +67.0% |
| YTD | +28.8% | -28.5% | +57.3% | +29.5% |
| 1Y | +19.3% | -13.2% | +32.5% | +17.4% |
| 3Y | +65.5% | -28.8% | +94.3% | +61.3% |
| 5Y | +12.1% | +28.0% | -15.9% | +1.1% |
| All | +162.4% | -15.3% | +177.7% | +116.6% |
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