-20.0%
DOW vs LBRT
-27.9%
+7.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +3.7% | +13.8% | -10.2% | +0.3% |
| 30D | +16.3% | -32.4% | +48.7% | +26.3% |
| 3M | +9.7% | -39.9% | +49.6% | +22.1% |
| 6M | -14.1% | -60.8% | +46.7% | +5.9% |
| YTD | +46.6% | -29.3% | +75.9% | +51.0% |
| 1Y | +56.8% | -18.9% | +75.7% | +54.4% |
| All | -20.0% | -27.9% | +7.9% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling