+223.9%
ALL vs LBRT
-15.3%
+239.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +5.0% | +9.2% | -4.2% | +4.0% |
| 30D | +13.3% | -27.5% | +40.9% | +16.5% |
| 3M | +3.2% | -37.9% | +41.1% | +7.6% |
| 6M | +25.3% | -60.7% | +86.1% | +36.4% |
| YTD | +30.5% | -28.5% | +59.0% | +31.2% |
| 1Y | +29.2% | -13.2% | +42.4% | +26.8% |
| 3Y | +119.1% | -28.8% | +147.9% | +112.1% |
| 5Y | +162.6% | +28.0% | +134.7% | +128.5% |
| All | +223.9% | -15.3% | +239.2% | +141.9% |
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