+117.2%
ALL vs LBRT
-41.2%
+158.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -13.7% | +12.8% | -0.7% |
| 7D | +4.2% | -34.8% | +39.0% | +4.8% |
| 30D | +18.9% | -43.6% | +62.5% | +20.0% |
| 3M | +1.2% | -41.2% | +42.5% | +1.9% |
| 6M | +23.2% | -66.1% | +89.3% | +26.1% |
| YTD | +30.0% | -37.9% | +67.9% | +28.8% |
| 1Y | +39.6% | -33.9% | +73.5% | +37.6% |
| All | +117.2% | -41.2% | +158.4% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling