-35.4%
DOW vs LBRT
+26.0%
-61.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.4% |
| 7D | -2.4% | +8.7% | -11.1% | -4.5% |
| 30D | +0.4% | +6.6% | -6.2% | -1.5% |
| 3M | -14.4% | -34.5% | +20.1% | -5.7% |
| 6M | -7.0% | -24.5% | +17.5% | -1.7% |
| YTD | +30.2% | +12.7% | +17.5% | +21.8% |
| 1Y | +29.2% | +94.8% | -65.6% | -0.3% |
| All | -35.4% | +26.0% | -61.4% | -46.0% |
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