+138.7%
ACWI vs LBRT
-26.4%
+165.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -13.7% | +9.9% | -2.3% |
| 7D | -4.0% | -34.8% | +30.8% | +0.5% |
| 30D | -5.8% | -43.6% | +37.8% | +0.1% |
| 3M | -5.0% | -41.2% | +36.2% | +0.2% |
| 6M | +0.7% | -66.1% | +66.8% | +12.4% |
| YTD | +8.4% | -37.9% | +46.3% | +11.9% |
| 1Y | +10.1% | -33.9% | +44.0% | +12.6% |
| 3Y | +70.8% | -40.9% | +111.6% | +71.3% |
| 5Y | +55.4% | +2.1% | +53.3% | +42.0% |
| All | +138.7% | -26.4% | +165.1% | +91.4% |
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