+159.1%
A vs LBRT
-26.4%
+185.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -13.7% | +10.6% | -1.8% |
| 7D | -5.2% | -34.8% | +29.6% | -1.5% |
| 30D | +1.4% | -43.6% | +45.0% | +6.7% |
| 3M | +21.9% | -41.2% | +63.2% | +27.4% |
| 6M | +46.7% | -66.1% | +112.7% | +60.4% |
| YTD | +27.2% | -37.9% | +65.1% | +29.6% |
| 1Y | +17.9% | -33.9% | +51.8% | +19.2% |
| 3Y | +61.1% | -40.9% | +102.0% | +59.8% |
| 5Y | +13.8% | +2.1% | +11.7% | +4.9% |
| All | +159.1% | -26.4% | +185.5% | +116.8% |
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 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