+27.6%
IR vs LBRT
-38.0%
+65.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | +0.6% |
| 7D | +3.7% | -29.1% | +32.8% | +8.8% |
| 30D | +7.4% | -38.4% | +45.8% | +15.1% |
| 3M | -5.9% | -40.1% | +34.1% | +0.9% |
| 6M | +5.6% | -62.9% | +68.5% | +21.8% |
| YTD | +4.8% | -34.5% | +39.4% | +5.3% |
| 1Y | +6.9% | -30.2% | +37.1% | +5.7% |
| 3Y | +27.6% | -37.5% | +65.0% | +24.9% |
| All | +27.6% | -38.0% | +65.5% | +24.9% |
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 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