+130.7%
LDOS vs LBRT
-19.0%
+149.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.4% |
| 7D | +1.9% | -15.7% | +17.5% | +3.3% |
| 30D | +12.8% | -34.3% | +47.1% | +16.8% |
| 3M | -1.0% | -40.6% | +39.6% | +3.3% |
| 6M | +6.2% | -62.0% | +68.2% | +15.0% |
| YTD | -23.2% | -31.6% | +8.4% | -22.3% |
| 1Y | -29.5% | -25.8% | -3.7% | -29.3% |
| 3Y | +37.1% | -30.4% | +67.4% | +34.0% |
| 5Y | +55.6% | +18.7% | +37.0% | +39.7% |
| All | +130.7% | -19.0% | +149.8% | +84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling