+236.6%
B vs LBRT
-22.5%
+259.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.8% | +0.3% |
| 7D | +9.6% | -29.1% | +38.7% | +11.4% |
| 30D | +3.5% | -38.4% | +41.9% | +6.0% |
| 3M | -1.6% | -40.1% | +38.5% | +0.8% |
| 6M | -1.7% | -62.9% | +61.2% | +3.3% |
| YTD | -5.3% | -34.5% | +29.2% | -4.2% |
| 1Y | +27.2% | -30.2% | +57.4% | +28.2% |
| 3Y | +166.1% | -37.5% | +203.6% | +166.1% |
| 5Y | +136.5% | +7.6% | +128.9% | +127.8% |
| All | +236.6% | -22.5% | +259.1% | +194.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling