+31.4%
D vs LBRT
-16.4%
+47.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.7% | -0.6% |
| 7D | -2.4% | -1.9% | -0.5% | -2.4% |
| 30D | +9.0% | -32.0% | +41.0% | +10.4% |
| 3M | +1.0% | -39.7% | +40.6% | +2.7% |
| 6M | +11.0% | -61.1% | +72.1% | +14.8% |
| YTD | +19.8% | -29.4% | +49.2% | +20.3% |
| 1Y | +16.0% | -24.5% | +40.4% | +16.0% |
| 3Y | +74.4% | -28.1% | +102.4% | +72.1% |
| 5Y | +13.5% | +23.9% | -10.3% | +8.3% |
| All | +31.4% | -16.4% | +47.8% | +9.1% |
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