+85.8%
LII vs LBRT
-16.2%
+102.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.9% | +1.4% |
| 7D | -1.2% | -11.9% | +10.7% | -0.1% |
| 30D | -2.0% | -31.9% | +30.0% | +1.4% |
| 3M | -20.2% | -34.9% | +14.6% | -17.3% |
| 6M | -32.5% | -60.7% | +28.1% | -26.6% |
| YTD | -27.4% | -29.2% | +1.8% | -26.7% |
| 1Y | -28.2% | -23.6% | -4.5% | -28.3% |
| 3Y | -7.2% | -26.8% | +19.6% | -9.5% |
| 5Y | +19.9% | +16.3% | +3.6% | +8.2% |
| All | +85.8% | -16.2% | +102.0% | +44.9% |
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 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