+15.7%
A vs LBRT
+13.8%
+1.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.0% |
| 7D | +1.4% | -15.7% | +17.0% | +2.8% |
| 30D | +4.3% | -34.3% | +38.6% | +8.0% |
| 3M | +19.8% | -40.6% | +60.4% | +24.9% |
| 6M | +54.4% | -62.0% | +116.4% | +67.3% |
| YTD | +31.7% | -31.6% | +63.3% | +31.4% |
| 1Y | +22.4% | -25.8% | +48.2% | +20.6% |
| 3Y | +67.7% | -30.4% | +98.1% | +59.0% |
| 5Y | +15.7% | +18.7% | -2.9% | +7.1% |
| All | +15.7% | +13.8% | +1.9% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling