-15.8%
F vs LBRT
+6.0%
-21.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -1.6% |
| 7D | +1.6% | -29.1% | +30.7% | +7.1% |
| 30D | +2.6% | -38.4% | +41.0% | +10.7% |
| 3M | -8.8% | -40.1% | +31.2% | -1.6% |
| 6M | +4.6% | -62.9% | +67.5% | +22.5% |
| YTD | -1.9% | -34.5% | +32.6% | -0.2% |
| 1Y | -0.8% | -30.2% | +29.4% | -0.9% |
| 3Y | +43.5% | -37.5% | +80.9% | +38.3% |
| All | -15.8% | +6.0% | -21.8% | -37.2% |
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