-4.9%
DOW vs LBRT
-18.9%
+14.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -3.2% |
| 7D | -9.5% | -29.1% | +19.6% | -1.7% |
| 30D | +13.1% | -38.4% | +51.5% | +26.8% |
| 3M | +4.8% | -40.1% | +44.9% | +17.7% |
| 6M | -16.7% | -62.9% | +46.2% | +4.8% |
| YTD | +38.9% | -34.5% | +73.4% | +47.8% |
| 1Y | +48.3% | -30.2% | +78.5% | +54.3% |
| 3Y | -24.4% | -37.5% | +13.1% | -23.5% |
| 5Y | -29.2% | +7.6% | -36.8% | -42.3% |
| All | -4.9% | -18.9% | +14.0% | -35.9% |
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