-49.3%
COMP vs LBRT
+12.2%
-61.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.4% | +5.4% | +9.7% |
| 7D | +13.4% | -29.1% | +42.6% | +20.1% |
| 30D | +11.1% | -38.4% | +49.5% | +20.2% |
| 3M | -18.8% | -40.1% | +21.2% | -12.1% |
| 6M | +10.5% | -62.9% | +73.4% | +30.4% |
| YTD | -3.4% | -34.5% | +31.1% | -2.7% |
| 1Y | +19.7% | -30.2% | +49.9% | +18.1% |
| 3Y | +381.6% | -37.5% | +419.1% | +356.7% |
| 5Y | -17.6% | +7.6% | -25.2% | -32.9% |
| All | -49.3% | +12.2% | -61.6% | -61.2% |
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