+146.6%
CBOE vs LBRT
+43.0%
+103.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.7% |
| 7D | -0.8% | +10.2% | -10.9% | -1.3% |
| 30D | +2.7% | +4.9% | -2.2% | +2.4% |
| 3M | +0.7% | -21.2% | +21.9% | +1.7% |
| 6M | -2.0% | -19.9% | +18.0% | -1.3% |
| YTD | +17.1% | +20.8% | -3.6% | +15.1% |
| 1Y | +26.5% | +123.5% | -97.0% | +19.3% |
| 3Y | +96.1% | +30.9% | +65.2% | +87.5% |
| 5Y | +149.3% | +136.3% | +13.0% | +121.6% |
| All | +146.6% | +43.0% | +103.6% | +85.6% |
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