-8.8%
IT vs LBRT
-25.0%
+16.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -11.2% | +12.7% | -0.5% |
| 7D | -5.5% | -25.3% | +19.9% | -9.7% |
| 30D | +10.3% | -32.9% | +43.2% | +4.4% |
| 3M | +11.5% | -33.3% | +44.8% | +5.4% |
| 6M | +40.3% | -61.0% | +101.2% | +28.3% |
| YTD | -17.9% | -28.0% | +10.1% | -22.9% |
| 1Y | -8.8% | -21.5% | +12.7% | -15.6% |
| All | -8.8% | -25.0% | +16.2% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling