-42.4%
IT vs LBRT
+28.1%
-70.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | +1.1% | +9.2% | -8.1% | +0.5% |
| 30D | -1.8% | -27.5% | +25.7% | -0.3% |
| 3M | +4.8% | -37.9% | +42.7% | +7.4% |
| 6M | +33.0% | -60.7% | +93.7% | +41.4% |
| YTD | -23.8% | -28.5% | +4.7% | -25.0% |
| 1Y | -16.5% | -13.2% | -3.3% | -19.9% |
| 3Y | -53.6% | -28.8% | -24.9% | -55.9% |
| All | -42.4% | +28.1% | -70.5% | -50.8% |
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