-24.4%
DOW vs LBRT
-38.0%
+13.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -3.1% |
| 7D | -9.5% | -29.1% | +19.6% | -2.3% |
| 30D | +13.1% | -38.4% | +51.5% | +25.7% |
| 3M | +4.8% | -40.1% | +44.9% | +16.7% |
| 6M | -16.7% | -62.9% | +46.2% | +4.1% |
| YTD | +38.9% | -34.5% | +73.4% | +45.9% |
| 1Y | +48.3% | -30.2% | +78.5% | +52.1% |
| 3Y | -24.4% | -37.5% | +13.1% | -27.0% |
| All | -24.4% | -38.0% | +13.6% | -27.0% |
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