+164.7%
B vs LBRT
-41.2%
+205.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -13.7% | +14.2% | +1.0% |
| 7D | +4.3% | -34.8% | +39.1% | +6.0% |
| 30D | -0.9% | -43.6% | +42.7% | +1.3% |
| 3M | -1.4% | -41.2% | +39.9% | +0.5% |
| 6M | +5.0% | -66.1% | +71.1% | +9.9% |
| YTD | -5.8% | -37.9% | +32.0% | -4.9% |
| 1Y | +25.6% | -33.9% | +59.5% | +26.3% |
| All | +164.7% | -41.2% | +205.8% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling