-11.4%
F vs LBRT
+1.0%
-12.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.7% | +12.6% | +1.2% |
| 7D | +1.4% | -34.8% | +36.2% | +8.5% |
| 30D | +2.0% | -43.6% | +45.6% | +11.9% |
| 3M | -10.4% | -41.2% | +30.9% | -3.0% |
| 6M | +9.7% | -66.1% | +75.8% | +30.6% |
| YTD | -1.2% | -37.9% | +36.7% | +1.5% |
| 1Y | 0.0% | -33.9% | +33.9% | +0.9% |
| 3Y | +41.1% | -40.9% | +82.0% | +37.4% |
| 5Y | -11.4% | +2.1% | -13.5% | -33.9% |
| All | -11.4% | +1.0% | -12.4% | -33.9% |
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 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