+130.7%
C vs LBRT
+114.2%
+16.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +3.6% | +8.3% | -4.6% | +2.1% |
| 30D | +0.1% | +6.1% | -6.1% | -1.2% |
| 3M | +2.4% | -34.8% | +37.2% | +9.8% |
| 6M | +24.9% | -24.8% | +49.8% | +29.1% |
| YTD | +19.8% | +12.2% | +7.6% | +13.0% |
| 1Y | +44.9% | +94.0% | -49.1% | +18.7% |
| 3Y | +263.0% | +31.3% | +231.7% | +214.0% |
| All | +130.7% | +114.2% | +16.5% | +69.0% |
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