+33.2%
IT vs LBRT
+38.7%
-5.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.9% | -11.4% | -7.9% |
| 7D | -9.1% | +6.9% | -16.1% | -10.0% |
| 30D | -7.0% | +7.8% | -14.8% | -8.1% |
| 3M | +7.6% | -25.3% | +32.9% | +10.6% |
| 6M | +2.1% | -19.6% | +21.7% | +3.1% |
| YTD | -31.6% | +17.2% | -48.7% | -34.9% |
| 1Y | -29.9% | +114.1% | -144.0% | -39.8% |
| 3Y | -51.3% | +27.0% | -78.3% | -56.2% |
| 5Y | -44.8% | +128.3% | -173.1% | -56.7% |
| All | +33.2% | +38.7% | -5.6% | -15.2% |
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