+138.0%
B vs LBRT
+6.0%
+132.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.8% | +0.2% |
| 7D | +9.6% | -29.1% | +38.7% | +12.1% |
| 30D | +3.5% | -38.4% | +41.9% | +7.1% |
| 3M | -1.6% | -40.1% | +38.5% | +1.8% |
| 6M | -1.7% | -62.9% | +61.2% | +5.6% |
| YTD | -5.3% | -34.5% | +29.2% | -4.0% |
| 1Y | +27.2% | -30.2% | +57.4% | +28.1% |
| 3Y | +166.1% | -37.5% | +203.6% | +166.3% |
| All | +138.0% | +6.0% | +132.0% | +125.0% |
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