+214.1%
ALL vs LBRT
+33.5%
+180.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.5% |
| 7D | 0.0% | +8.3% | -8.2% | -0.8% |
| 30D | -1.5% | +6.1% | -7.6% | -2.2% |
| 3M | +23.6% | -34.8% | +58.4% | +28.4% |
| 6M | +22.3% | -24.8% | +47.2% | +24.6% |
| YTD | +26.5% | +12.2% | +14.3% | +22.3% |
| 1Y | +27.0% | +94.0% | -67.0% | +13.5% |
| 3Y | +149.6% | +31.3% | +118.3% | +126.6% |
| 5Y | +118.1% | +111.8% | +6.3% | +80.3% |
| All | +214.1% | +33.5% | +180.6% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling