+48.0%
LBRT vs BOXX
+18.5%
+29.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -2.5% | +0.3% | -2.8% | -2.5% |
| 3M | -24.9% | +1.0% | -25.9% | -25.0% |
| 6M | -29.5% | +1.9% | -31.4% | -29.6% |
| YTD | +14.7% | +2.7% | +12.1% | +15.8% |
| 1Y | +91.7% | +4.0% | +87.7% | +99.9% |
| 3Y | +24.6% | +14.7% | +10.0% | +97.8% |
| All | +48.0% | +18.5% | +29.5% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 10y: compounded portfolio wealth divided by compounded BOXX 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…
10y analysis · Full analysis span regression · 6 months rolling