+141.9%
C vs LBRT
+33.5%
+108.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +3.6% | +8.3% | -4.6% | +1.7% |
| 30D | +0.1% | +6.1% | -6.1% | -1.6% |
| 3M | +2.4% | -34.8% | +37.2% | +11.4% |
| 6M | +24.9% | -24.8% | +49.8% | +30.0% |
| YTD | +19.8% | +12.2% | +7.6% | +12.2% |
| 1Y | +44.9% | +94.0% | -49.1% | +15.7% |
| 3Y | +263.0% | +31.3% | +231.7% | +206.4% |
| 5Y | +129.5% | +111.8% | +17.7% | +60.0% |
| All | +141.9% | +33.5% | +108.4% | +36.7% |
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