-10.8%
DOW vs LBRT
+39.6%
-50.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.1% | -3.3% |
| 7D | -2.4% | +8.3% | -10.6% | -4.5% |
| 30D | +0.4% | +6.1% | -5.8% | -1.5% |
| 3M | -14.4% | -34.8% | +20.4% | -5.5% |
| 6M | -7.0% | -24.8% | +17.9% | -1.5% |
| YTD | +30.2% | +12.2% | +18.0% | +22.2% |
| 1Y | +29.2% | +94.0% | -64.8% | +1.8% |
| 3Y | -36.7% | +31.3% | -68.0% | -46.8% |
| 5Y | -37.7% | +111.8% | -149.5% | -57.2% |
| All | -10.8% | +39.6% | -50.4% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling