+11.7%
D vs LBRT
+28.1%
-16.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.0% |
| 3M | -0.3% | -37.9% | +37.6% | +1.5% |
| 6M | +10.1% | -60.7% | +70.8% | +14.5% |
| YTD | +19.1% | -28.5% | +47.6% | +19.2% |
| 1Y | +15.9% | -13.2% | +29.1% | +14.5% |
| 3Y | +75.0% | -28.8% | +103.8% | +70.5% |
| All | +11.7% | +28.1% | -16.4% | +2.9% |
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