+37.2%
DD vs LBRT
+99.1%
-61.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -3.5% | +8.7% | -12.2% | -3.9% |
| 30D | -10.3% | +6.6% | -16.9% | -10.6% |
| 3M | -7.5% | -34.5% | +26.9% | -6.1% |
| 6M | -8.0% | -24.5% | +16.5% | -7.2% |
| YTD | +10.5% | +12.7% | -2.3% | +9.3% |
| All | +37.2% | +99.1% | -61.9% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling