+48.3%
DOW vs LBRT
-31.1%
+79.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -2.5% |
| 7D | -9.5% | -29.1% | +19.6% | -5.6% |
| 30D | +13.1% | -38.4% | +51.5% | +20.1% |
| 3M | +4.8% | -40.1% | +44.9% | +11.4% |
| 6M | -16.7% | -62.9% | +46.2% | -4.6% |
| YTD | +38.9% | -34.5% | +73.4% | +51.3% |
| 1Y | +48.3% | -30.2% | +78.5% | +65.5% |
| All | +48.3% | -31.1% | +79.4% | +65.5% |
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