+28.9%
ALL vs LBRT
-23.4%
+52.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.6% |
| 7D | -2.6% | -1.9% | -0.7% | -2.5% |
| 30D | +12.7% | -32.0% | +44.8% | +10.5% |
| 3M | +0.4% | -39.7% | +40.1% | -2.1% |
| 6M | +23.8% | -61.1% | +84.9% | +18.4% |
| YTD | +27.8% | -29.4% | +57.2% | +25.2% |
| 1Y | +28.9% | -24.5% | +53.3% | +27.5% |
| All | +28.9% | -23.4% | +52.3% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling