+234.8%
B vs LBRT
-26.4%
+261.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -13.7% | +14.2% | +1.2% |
| 7D | +4.3% | -34.8% | +39.1% | +6.5% |
| 30D | -0.9% | -43.6% | +42.7% | +2.0% |
| 3M | -1.4% | -41.2% | +39.9% | +1.1% |
| 6M | +5.0% | -66.1% | +71.1% | +10.8% |
| YTD | -5.8% | -37.9% | +32.0% | -4.4% |
| 1Y | +25.6% | -33.9% | +59.5% | +27.0% |
| 3Y | +161.6% | -40.9% | +202.5% | +162.4% |
| 5Y | +135.2% | +2.1% | +133.1% | +127.2% |
| All | +234.8% | -26.4% | +261.2% | +193.6% |
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