+66.2%
A vs LBRT
-38.0%
+104.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.6% | +1.3% |
| 7D | -0.1% | -29.1% | +29.1% | +2.5% |
| 30D | +3.4% | -38.4% | +41.7% | +7.0% |
| 3M | +23.8% | -40.1% | +63.9% | +28.2% |
| 6M | +49.0% | -62.9% | +111.9% | +60.5% |
| YTD | +29.4% | -34.5% | +63.9% | +27.6% |
| 1Y | +19.4% | -30.2% | +49.6% | +16.3% |
| 3Y | +66.2% | -37.5% | +103.7% | +53.3% |
| All | +66.2% | -38.0% | +104.2% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling