+136.6%
IR vs LBRT
+33.5%
+103.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | -2.8% | +8.7% | -11.6% | -4.6% |
| 30D | -15.1% | +6.6% | -21.7% | -16.5% |
| 3M | +6.1% | -34.5% | +40.5% | +14.2% |
| 6M | -16.8% | -24.5% | +7.7% | -14.1% |
| YTD | -3.5% | +12.7% | -16.3% | -9.6% |
| 1Y | -3.5% | +94.8% | -98.3% | -21.7% |
| 3Y | +9.5% | +31.9% | -22.4% | -6.9% |
| 5Y | +45.1% | +111.8% | -66.7% | +3.1% |
| All | +136.6% | +33.5% | +103.2% | +58.4% |
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