-54.2%
COMP vs LBRT
+6.5%
-60.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -13.7% | +5.5% | -5.7% |
| 7D | -1.8% | -34.8% | +33.0% | +5.5% |
| 30D | -0.8% | -43.6% | +42.8% | +9.1% |
| 3M | -28.1% | -41.2% | +13.1% | -22.0% |
| 6M | +27.0% | -66.1% | +93.1% | +52.2% |
| YTD | -12.8% | -37.9% | +25.1% | -11.3% |
| 1Y | +4.9% | -33.9% | +38.8% | +4.5% |
| 3Y | +321.0% | -40.9% | +361.9% | +303.3% |
| 5Y | -25.6% | +2.1% | -27.7% | -38.8% |
| All | -54.2% | +6.5% | -60.8% | -64.6% |
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