+145.0%
ALL vs LBRT
+6.0%
+139.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.4% | -9.8% | -4.8% |
| 7D | -1.9% | -29.1% | +27.2% | +0.2% |
| 30D | +13.8% | -38.4% | +52.2% | +17.4% |
| 3M | -7.0% | -40.1% | +33.1% | -4.0% |
| 6M | +18.0% | -62.9% | +80.9% | +26.2% |
| YTD | +24.2% | -34.5% | +58.7% | +24.5% |
| 1Y | +31.2% | -30.2% | +61.4% | +30.3% |
| 3Y | +107.5% | -37.5% | +145.0% | +101.3% |
| All | +145.0% | +6.0% | +139.0% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling