+123.0%
LDOS vs LBRT
+33.5%
+89.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -5.4% | +8.7% | -14.1% | -6.2% |
| 30D | +4.9% | +6.6% | -1.7% | +4.1% |
| 3M | +7.2% | -34.5% | +41.7% | +11.0% |
| 6M | -24.2% | -24.5% | +0.2% | -23.0% |
| YTD | -25.8% | +12.7% | -38.5% | -27.9% |
| 1Y | -24.7% | +94.8% | -119.6% | -31.5% |
| 3Y | +39.3% | +31.9% | +7.4% | +28.4% |
| 5Y | +43.3% | +111.8% | -68.5% | +22.1% |
| All | +123.0% | +33.5% | +89.5% | +70.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling