+30.4%
D vs LBRT
-16.2%
+46.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -3.1% | +13.8% | -16.9% | -3.6% |
| 30D | +8.4% | -32.4% | +40.8% | +9.8% |
| 3M | +0.2% | -39.9% | +40.1% | +2.0% |
| 6M | +9.5% | -60.8% | +70.3% | +13.2% |
| YTD | +18.8% | -29.3% | +48.1% | +19.3% |
| 1Y | +14.7% | -18.9% | +33.6% | +14.4% |
| 3Y | +72.9% | -28.0% | +100.9% | +70.7% |
| 5Y | +13.1% | +26.6% | -13.5% | +7.8% |
| All | +30.4% | -16.2% | +46.6% | +8.2% |
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