+224.2%
B vs LBRT
-16.4%
+240.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -1.8% |
| 7D | -2.7% | -1.9% | -0.8% | -2.6% |
| 30D | -4.3% | -32.0% | +27.7% | -2.5% |
| 3M | -2.3% | -39.7% | +37.4% | +0.1% |
| 6M | -16.2% | -61.1% | +44.9% | -12.2% |
| YTD | -8.8% | -29.4% | +20.6% | -8.1% |
| 1Y | +11.4% | -24.5% | +35.8% | +11.8% |
| 3Y | +174.3% | -28.1% | +202.4% | +172.2% |
| 5Y | +116.2% | +23.9% | +92.3% | +106.9% |
| All | +224.2% | -16.4% | +240.5% | +182.3% |
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