+50.8%
F vs LBRT
-16.2%
+67.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.1% | -7.5% | -0.9% |
| 7D | -0.6% | -11.9% | +11.3% | +1.3% |
| 30D | +2.9% | -31.9% | +34.8% | +9.7% |
| 3M | -9.5% | -34.9% | +25.4% | -3.2% |
| 6M | +4.0% | -60.7% | +64.7% | +21.4% |
| YTD | -1.3% | -29.2% | +27.9% | +0.4% |
| 1Y | -1.9% | -23.6% | +21.7% | -2.2% |
| 3Y | +53.5% | -26.8% | +80.3% | +46.2% |
| 5Y | -15.1% | +16.3% | -31.5% | -29.9% |
| All | +50.8% | -16.2% | +67.0% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling