+91.7%
LBRT vs BOXX
+4.0%
+87.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.1% |
| 30D | -2.5% | +0.3% | -2.8% | -6.6% |
| 3M | -24.9% | +1.0% | -25.9% | -36.0% |
| 6M | -29.5% | +1.9% | -31.4% | -50.6% |
| YTD | +14.7% | +2.7% | +12.1% | -30.6% |
| 1Y | +91.7% | +4.0% | +87.7% | -10.7% |
| All | +91.7% | +4.0% | +87.7% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling