+206.6%
C vs LBRT
-41.2%
+247.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -13.7% | +8.6% | -2.7% |
| 7D | -5.3% | -34.8% | +29.5% | +1.4% |
| 30D | -7.3% | -43.6% | +36.3% | +1.6% |
| 3M | -13.5% | -41.2% | +27.8% | -6.2% |
| 6M | -6.5% | -66.1% | +59.6% | +11.0% |
| YTD | +3.6% | -37.9% | +41.5% | +6.6% |
| 1Y | +18.9% | -33.9% | +52.8% | +20.2% |
| All | +206.6% | -41.2% | +247.7% | +207.2% |
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