-44.8%
COMP vs LBRT
+93.2%
-138.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +1.4% | +8.3% | -6.9% | -0.3% |
| 30D | -13.3% | +6.1% | -19.5% | -14.6% |
| 3M | +41.1% | -34.8% | +75.9% | +51.8% |
| 6M | +17.2% | -24.8% | +42.0% | +20.3% |
| YTD | +5.2% | +12.2% | -7.0% | -2.9% |
| 1Y | +18.9% | +94.0% | -75.1% | -8.1% |
| 3Y | +215.9% | +31.3% | +184.6% | +155.4% |
| 5Y | -31.2% | +111.8% | -143.0% | -49.8% |
| All | -44.8% | +93.2% | -138.0% | -61.3% |
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