-4.6%
DOW vs LBRT
-15.3%
+10.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.6% |
| 7D | -6.8% | -15.7% | +8.8% | -3.2% |
| 30D | +10.8% | -34.3% | +45.0% | +21.9% |
| 3M | +4.1% | -40.6% | +44.8% | +17.0% |
| 6M | -12.7% | -62.0% | +49.2% | +8.9% |
| YTD | +39.2% | -31.6% | +70.8% | +46.2% |
| 1Y | +49.5% | -25.8% | +75.3% | +52.7% |
| 3Y | -24.4% | -30.4% | +6.0% | -25.8% |
| 5Y | -29.6% | +18.7% | -48.2% | -44.1% |
| All | -4.6% | -15.3% | +10.7% | -36.6% |
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