+71.3%
DD vs LBRT
+28.1%
+43.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +5.0% | +9.2% | -4.2% | +3.5% |
| 30D | +19.7% | -27.5% | +47.2% | +25.1% |
| 3M | +7.2% | -37.9% | +45.1% | +14.5% |
| 6M | +1.0% | -60.7% | +61.7% | +15.4% |
| YTD | +29.1% | -28.5% | +57.6% | +30.7% |
| 1Y | +28.5% | -13.2% | +41.7% | +25.0% |
| 3Y | +89.4% | -28.8% | +118.2% | +80.3% |
| All | +71.3% | +28.1% | +43.2% | +43.1% |
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 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