+119.4%
C vs LBRT
-16.4%
+135.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.8% |
| 7D | -0.4% | -1.9% | +1.5% | -0.2% |
| 30D | -5.3% | -32.0% | +26.7% | +2.5% |
| 3M | -8.0% | -39.7% | +31.7% | +2.0% |
| 6M | -0.3% | -61.1% | +60.8% | +20.7% |
| YTD | +8.6% | -29.4% | +38.0% | +11.8% |
| 1Y | +25.8% | -24.5% | +50.3% | +26.9% |
| 3Y | +221.2% | -28.1% | +249.3% | +209.9% |
| 5Y | +113.6% | +23.9% | +89.7% | +68.6% |
| All | +119.4% | -16.4% | +135.7% | +36.5% |
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