+14.0%
D vs LBRT
+1.0%
+13.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -13.7% | +13.5% | +0.4% |
| 7D | +6.9% | -34.8% | +41.7% | +8.6% |
| 30D | +12.3% | -43.6% | +55.9% | +14.8% |
| 3M | +3.0% | -41.2% | +44.3% | +5.0% |
| 6M | +12.8% | -66.1% | +78.9% | +17.9% |
| YTD | +22.6% | -37.9% | +60.4% | +23.4% |
| 1Y | +21.7% | -33.9% | +55.5% | +21.8% |
| 3Y | +83.9% | -40.9% | +124.8% | +80.9% |
| 5Y | +14.0% | +2.1% | +11.9% | +8.3% |
| All | +14.0% | +1.0% | +13.0% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling