+144.8%
ACWI vs LBRT
-16.2%
+161.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.1% | -5.5% | +1.7% |
| 7D | +0.3% | -11.9% | +12.2% | +1.6% |
| 30D | -2.8% | -31.9% | +29.1% | +1.1% |
| 3M | -3.2% | -34.9% | +31.7% | +1.0% |
| 6M | +1.3% | -60.7% | +61.9% | +11.2% |
| YTD | +11.2% | -29.2% | +40.4% | +13.0% |
| 1Y | +13.8% | -23.6% | +37.4% | +14.4% |
| 3Y | +76.2% | -26.8% | +103.0% | +72.4% |
| 5Y | +59.5% | +16.3% | +43.1% | +43.6% |
| All | +144.8% | -16.2% | +161.0% | +93.3% |
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 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