+37.1%
CBOE vs LBRT
-25.2%
+62.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.1% | -8.2% | +0.4% |
| 7D | +1.0% | -11.9% | +12.9% | +0.4% |
| 30D | +16.0% | -31.9% | +47.9% | +14.1% |
| 3M | +23.4% | -34.9% | +58.3% | +21.6% |
| 6M | +1.7% | -60.7% | +62.4% | +0.7% |
| YTD | +41.6% | -29.2% | +70.8% | +41.7% |
| All | +37.1% | -25.2% | +62.3% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling