-37.4%
DOW vs LBRT
+115.1%
-152.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.4% |
| 7D | -2.4% | +8.7% | -11.1% | -4.4% |
| 30D | +0.4% | +6.6% | -6.2% | -1.4% |
| 3M | -14.4% | -34.5% | +20.1% | -6.2% |
| 6M | -7.0% | -24.5% | +17.5% | -2.0% |
| YTD | +30.2% | +12.7% | +17.5% | +22.6% |
| 1Y | +29.2% | +94.8% | -65.6% | +2.8% |
| 3Y | -36.7% | +31.9% | -68.6% | -46.6% |
| All | -37.4% | +115.1% | -152.6% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling