+198.1%
CBOE vs LBRT
-16.2%
+214.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.1% | -8.2% | -0.5% |
| 7D | +1.0% | -11.9% | +12.9% | +1.5% |
| 30D | +16.0% | -31.9% | +47.9% | +17.7% |
| 3M | +23.4% | -34.9% | +58.3% | +25.4% |
| 6M | +1.7% | -60.7% | +62.4% | +5.8% |
| YTD | +41.6% | -29.2% | +70.8% | +42.2% |
| 1Y | +38.5% | -23.6% | +62.1% | +38.3% |
| 3Y | +105.7% | -26.8% | +132.6% | +102.0% |
| 5Y | +185.4% | +16.3% | +169.1% | +164.0% |
| All | +198.1% | -16.2% | +214.3% | +129.2% |
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 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