+48.3%
IT vs LBRT
-15.3%
+63.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | +1.1% | +9.2% | -8.1% | 0.0% |
| 30D | -1.8% | -27.5% | +25.7% | +1.2% |
| 3M | +4.8% | -37.9% | +42.7% | +9.7% |
| 6M | +33.0% | -60.7% | +93.7% | +46.3% |
| YTD | -23.8% | -28.5% | +4.7% | -23.9% |
| 1Y | -16.5% | -13.2% | -3.3% | -19.1% |
| 3Y | -53.6% | -28.8% | -24.9% | -55.5% |
| 5Y | -42.1% | +28.0% | -70.1% | -51.3% |
| All | +48.3% | -15.3% | +63.6% | -0.7% |
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