+43.8%
IR vs LBRT
+1.0%
+42.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.7% | +10.9% | -0.5% |
| 7D | +2.3% | -34.8% | +37.1% | +9.1% |
| 30D | +3.3% | -43.6% | +46.9% | +12.7% |
| 3M | -9.0% | -41.2% | +32.2% | -1.8% |
| 6M | +8.0% | -66.1% | +74.1% | +26.8% |
| YTD | +3.4% | -37.9% | +41.3% | +6.4% |
| 1Y | +4.5% | -33.9% | +38.4% | +6.0% |
| 3Y | +25.6% | -40.9% | +66.4% | +23.8% |
| 5Y | +43.8% | +2.1% | +41.7% | +30.9% |
| All | +43.8% | +1.0% | +42.8% | +30.9% |
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