+106.8%
LII vs LBRT
+33.5%
+73.4%
-46.9%
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 | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | -0.7% | +8.7% | -9.5% | -1.6% |
| 30D | -12.6% | +6.6% | -19.2% | -13.3% |
| 3M | -24.4% | -34.5% | +10.0% | -21.5% |
| 6M | -28.7% | -24.5% | -4.2% | -27.4% |
| YTD | -19.1% | +12.7% | -31.9% | -21.7% |
| 1Y | -29.7% | +94.8% | -124.5% | -36.7% |
| 3Y | +4.8% | +31.9% | -27.1% | -3.4% |
| 5Y | +24.6% | +111.8% | -87.3% | +5.9% |
| All | +106.8% | +33.5% | +73.4% | +54.9% |
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 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