+128.3%
LDOS vs LBRT
-26.4%
+154.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.7% | +13.8% | +1.4% |
| 7D | -3.7% | -34.8% | +31.1% | 0.0% |
| 30D | +16.4% | -43.6% | +60.0% | +22.3% |
| 3M | +7.4% | -41.2% | +48.6% | +12.2% |
| 6M | -0.3% | -66.1% | +65.7% | +9.1% |
| YTD | -24.0% | -37.9% | +13.8% | -22.4% |
| 1Y | -29.6% | -33.9% | +4.3% | -28.6% |
| 3Y | +35.1% | -40.9% | +76.0% | +34.3% |
| 5Y | +52.9% | +2.1% | +50.8% | +39.3% |
| All | +128.3% | -26.4% | +154.8% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling