+115.9%
C vs LBRT
-19.0%
+135.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.0% |
| 7D | -0.4% | -15.7% | +15.3% | +3.2% |
| 30D | -5.2% | -34.3% | +29.1% | +3.4% |
| 3M | -9.1% | -40.6% | +31.5% | +1.1% |
| 6M | -1.6% | -62.0% | +60.4% | +19.8% |
| YTD | +6.9% | -31.6% | +38.6% | +10.9% |
| 1Y | +23.0% | -25.8% | +48.8% | +24.5% |
| 3Y | +216.1% | -30.4% | +246.5% | +207.4% |
| 5Y | +112.2% | +18.7% | +93.6% | +69.3% |
| All | +115.9% | -19.0% | +135.0% | +35.3% |
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