-31.2%
LDOS vs LBRT
-25.0%
-6.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -11.2% | +11.9% | +0.6% |
| 7D | -2.8% | -25.3% | +22.5% | -3.1% |
| 30D | +13.6% | -32.9% | +46.5% | +13.4% |
| 3M | +4.2% | -33.3% | +37.6% | +3.9% |
| 6M | -8.2% | -61.0% | +52.8% | -7.1% |
| YTD | -24.1% | -28.0% | +3.9% | -29.7% |
| 1Y | -31.2% | -21.5% | -9.7% | -37.6% |
| All | -31.2% | -25.0% | -6.2% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling