+108.7%
CBOE vs LBRT
-38.0%
+146.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | +0.3% |
| 7D | +5.3% | -29.1% | +34.4% | +3.7% |
| 30D | +25.5% | -38.4% | +63.8% | +23.0% |
| 3M | +22.5% | -40.1% | +62.6% | +20.2% |
| 6M | +2.6% | -62.9% | +65.5% | -0.6% |
| YTD | +41.8% | -34.5% | +76.3% | +40.7% |
| 1Y | +40.9% | -30.2% | +71.1% | +40.3% |
| 3Y | +108.7% | -37.5% | +146.2% | +107.5% |
| All | +108.7% | -38.0% | +146.7% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling