+35.9%
LDOS vs LBRT
-41.2%
+77.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.7% | +13.8% | +0.6% |
| 7D | -3.7% | -34.8% | +31.1% | -2.3% |
| 30D | +16.4% | -43.6% | +60.0% | +18.8% |
| 3M | +7.4% | -41.2% | +48.6% | +9.2% |
| 6M | -0.3% | -66.1% | +65.7% | +4.0% |
| YTD | -24.0% | -37.9% | +13.8% | -24.2% |
| 1Y | -29.6% | -33.9% | +4.3% | -30.1% |
| All | +35.9% | -41.2% | +77.1% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling