+32.5%
D vs LBRT
-22.5%
+54.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.4% | -6.9% | -1.7% |
| 7D | +3.0% | -29.1% | +32.1% | +4.2% |
| 30D | +11.5% | -38.4% | +49.9% | +13.4% |
| 3M | +3.7% | -40.1% | +43.8% | +5.6% |
| 6M | +13.5% | -62.9% | +76.4% | +17.6% |
| YTD | +20.7% | -34.5% | +55.2% | +21.6% |
| 1Y | +18.2% | -30.2% | +48.4% | +18.6% |
| 3Y | +73.3% | -37.5% | +110.8% | +72.1% |
| 5Y | +12.3% | +7.6% | +4.7% | +7.7% |
| All | +32.5% | -22.5% | +54.9% | +10.3% |
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 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