+43.8%
IT vs LBRT
+33.5%
+10.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.7% | -4.8% |
| 7D | -6.0% | +8.3% | -14.3% | -7.0% |
| 30D | 0.0% | +6.1% | -6.1% | -1.0% |
| 3M | +13.1% | -34.8% | +47.8% | +18.3% |
| 6M | +11.7% | -24.8% | +36.5% | +13.8% |
| YTD | -26.1% | +12.2% | -38.3% | -29.3% |
| 1Y | -21.3% | +94.0% | -115.2% | -31.4% |
| 3Y | -46.7% | +31.3% | -78.0% | -52.4% |
| 5Y | -40.5% | +111.8% | -152.3% | -52.8% |
| All | +43.8% | +33.5% | +10.4% | -7.9% |
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