+32.0%
D vs LBRT
-19.0%
+51.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | +2.4% | -15.7% | +18.0% | +2.9% |
| 30D | +10.9% | -34.3% | +45.2% | +12.5% |
| 3M | +2.8% | -40.6% | +43.5% | +4.7% |
| 6M | +12.7% | -62.0% | +74.7% | +16.7% |
| YTD | +20.3% | -31.6% | +51.9% | +21.0% |
| 1Y | +17.1% | -25.8% | +42.9% | +17.2% |
| 3Y | +75.1% | -30.4% | +105.5% | +73.1% |
| 5Y | +13.1% | +18.7% | -5.5% | +8.1% |
| All | +32.0% | -19.0% | +51.1% | +9.7% |
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