+222.7%
ALL vs LBRT
-16.2%
+239.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | 0.0% | +13.8% | -13.8% | -1.4% |
| 30D | +12.8% | -32.4% | +45.2% | +16.8% |
| 3M | +4.7% | -39.9% | +44.6% | +9.5% |
| 6M | +24.9% | -60.8% | +85.8% | +35.9% |
| YTD | +30.0% | -29.3% | +59.3% | +30.9% |
| 1Y | +29.9% | -18.9% | +48.8% | +28.5% |
| 3Y | +117.5% | -28.0% | +145.5% | +110.2% |
| 5Y | +161.7% | +26.6% | +135.1% | +128.0% |
| All | +222.7% | -16.2% | +239.0% | +141.3% |
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