+152.1%
CBOE vs LBRT
+33.5%
+118.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.1% |
| 7D | -3.6% | +8.3% | -11.9% | -4.0% |
| 30D | +5.1% | +6.1% | -1.1% | +4.7% |
| 3M | +4.6% | -34.8% | +39.4% | +6.6% |
| 6M | -0.3% | -24.8% | +24.6% | +0.7% |
| YTD | +19.8% | +12.2% | +7.5% | +18.1% |
| 1Y | +28.4% | +94.0% | -65.6% | +22.0% |
| 3Y | +104.1% | +31.3% | +72.8% | +94.6% |
| 5Y | +150.9% | +111.8% | +39.1% | +124.5% |
| All | +152.1% | +33.5% | +118.6% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling