+148.0%
ALL vs LBRT
+16.1%
+131.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.1% | -8.5% | -0.9% |
| 7D | -3.9% | -11.9% | +8.1% | -3.2% |
| 30D | +10.6% | -31.9% | +42.6% | +13.3% |
| 3M | -4.6% | -34.9% | +30.3% | -2.1% |
| 6M | +20.2% | -60.7% | +80.9% | +28.0% |
| YTD | +23.7% | -29.2% | +52.9% | +23.3% |
| 1Y | +27.9% | -23.6% | +51.5% | +26.2% |
| 3Y | +109.2% | -26.8% | +136.0% | +99.3% |
| 5Y | +148.0% | +16.3% | +131.7% | +115.1% |
| All | +148.0% | +16.1% | +131.9% | +115.1% |
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