+56.8%
DOW vs LBRT
-23.3%
+80.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +3.7% | +13.8% | -10.2% | +1.8% |
| 30D | +16.3% | -32.4% | +48.7% | +21.9% |
| 3M | +9.7% | -39.9% | +49.6% | +16.9% |
| 6M | -14.1% | -60.8% | +46.7% | -2.3% |
| YTD | +46.6% | -29.3% | +75.9% | +58.9% |
| 1Y | +56.8% | -18.9% | +75.7% | +78.5% |
| All | +56.8% | -23.3% | +80.1% | +78.5% |
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