+46.7%
IT vs LBRT
-22.5%
+69.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.4% | -9.4% | -4.7% |
| 7D | -16.9% | -29.1% | +12.2% | -13.8% |
| 30D | +2.3% | -38.4% | +40.7% | +7.6% |
| 3M | +2.9% | -40.1% | +42.9% | +8.0% |
| 6M | +25.9% | -62.9% | +88.7% | +39.3% |
| YTD | -24.6% | -34.5% | +9.9% | -23.9% |
| 1Y | -16.0% | -30.2% | +14.2% | -16.2% |
| 3Y | -51.6% | -37.5% | -14.1% | -52.8% |
| 5Y | -42.6% | +7.6% | -50.2% | -50.5% |
| All | +46.7% | -22.5% | +69.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling