+120.3%
C vs LBRT
-14.8%
+135.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -11.2% | +12.9% | +4.2% |
| 7D | +1.1% | -25.3% | +26.4% | +7.6% |
| 30D | -2.4% | -32.9% | +30.4% | +6.1% |
| 3M | -8.4% | -33.3% | +25.0% | -0.6% |
| 6M | +0.3% | -61.0% | +61.3% | +21.5% |
| YTD | +9.1% | -28.0% | +37.1% | +12.1% |
| 1Y | +26.0% | -21.5% | +47.5% | +26.2% |
| 3Y | +221.2% | -31.5% | +252.6% | +214.3% |
| 5Y | +120.4% | +12.3% | +108.1% | +78.9% |
| All | +120.3% | -14.8% | +135.1% | +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