+99.8%
CBOE vs LBRT
+21.3%
+78.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -3.6% | +8.7% | -12.4% | -3.4% |
| 30D | +5.1% | +6.6% | -1.5% | +5.3% |
| 3M | +4.6% | -34.5% | +39.1% | +3.4% |
| 6M | -0.3% | -24.5% | +24.2% | -0.7% |
| YTD | +19.8% | +12.7% | +7.0% | +21.4% |
| 1Y | +28.4% | +94.8% | -66.5% | +33.4% |
| All | +99.8% | +21.3% | +78.5% | +104.5% |
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