+30.6%
D vs LBRT
-15.3%
+46.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | -1.4% | +9.2% | -10.6% | -1.7% |
| 30D | +7.7% | -27.5% | +35.3% | +8.9% |
| 3M | -0.3% | -37.9% | +37.6% | +1.3% |
| 6M | +10.1% | -60.7% | +70.8% | +13.8% |
| YTD | +19.1% | -28.5% | +47.6% | +19.5% |
| 1Y | +15.9% | -13.2% | +29.1% | +15.2% |
| 3Y | +75.0% | -28.8% | +103.8% | +72.9% |
| 5Y | +13.4% | +28.0% | -14.6% | +8.0% |
| All | +30.6% | -15.3% | +46.0% | +8.4% |
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