+11.9%
IR vs LBRT
+26.0%
-14.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | -2.8% | +8.7% | -11.6% | -4.2% |
| 30D | -15.1% | +6.6% | -21.7% | -16.2% |
| 3M | +6.1% | -34.5% | +40.5% | +12.8% |
| 6M | -16.8% | -24.5% | +7.7% | -14.8% |
| YTD | -3.5% | +12.7% | -16.3% | -10.1% |
| 1Y | -3.5% | +94.8% | -98.3% | -22.0% |
| All | +11.9% | +26.0% | -14.1% | -2.1% |
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 2023-09-04 to 2026-09-04: 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling