-40.2%
IT vs LBRT
+115.1%
-155.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -4.7% |
| 7D | -6.0% | +8.7% | -14.8% | -6.7% |
| 30D | 0.0% | +6.6% | -6.6% | -0.7% |
| 3M | +13.1% | -34.5% | +47.5% | +16.6% |
| 6M | +11.7% | -24.5% | +36.2% | +13.0% |
| YTD | -26.1% | +12.7% | -38.8% | -28.8% |
| 1Y | -21.3% | +94.8% | -116.1% | -29.6% |
| 3Y | -46.7% | +31.9% | -78.6% | -51.4% |
| All | -40.2% | +115.1% | -155.4% | -48.3% |
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