-46.8%
IT vs LBRT
+26.0%
-72.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -4.7% |
| 7D | -6.0% | +8.7% | -14.8% | -6.4% |
| 30D | 0.0% | +6.6% | -6.6% | -0.4% |
| 3M | +13.1% | -34.5% | +47.5% | +15.7% |
| 6M | +11.7% | -24.5% | +36.2% | +12.4% |
| YTD | -26.1% | +12.7% | -38.8% | -28.7% |
| 1Y | -21.3% | +94.8% | -116.1% | -29.2% |
| All | -46.8% | +26.0% | -72.8% | -49.7% |
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 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