+11.9%
IR vs LBRT
+25.4%
-13.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.1% |
| 7D | -2.8% | +8.3% | -11.1% | -4.1% |
| 30D | -15.1% | +6.1% | -21.3% | -16.1% |
| 3M | +6.1% | -34.8% | +40.8% | +12.9% |
| 6M | -16.8% | -24.8% | +8.0% | -14.8% |
| YTD | -3.5% | +12.2% | -15.8% | -10.1% |
| 1Y | -3.5% | +94.0% | -97.5% | -21.9% |
| All | +11.9% | +25.4% | -13.5% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling