+27.1%
D vs LBRT
+33.5%
-6.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +1.5% | +8.7% | -7.3% | +1.1% |
| 30D | -2.6% | +6.6% | -9.2% | -2.9% |
| 3M | 0.0% | -34.5% | +34.5% | +1.6% |
| 6M | +7.4% | -24.5% | +31.8% | +8.2% |
| YTD | +15.9% | +12.7% | +3.1% | +14.5% |
| 1Y | +18.1% | +94.8% | -76.7% | +13.2% |
| 3Y | +58.4% | +31.9% | +26.5% | +52.7% |
| 5Y | +5.2% | +111.8% | -106.6% | -1.7% |
| All | +27.1% | +33.5% | -6.3% | +3.8% |
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