+87.2%
LII vs LBRT
-15.3%
+102.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +2.9% | +9.2% | -6.3% | +2.0% |
| 30D | +0.9% | -27.5% | +28.4% | +3.7% |
| 3M | -15.5% | -37.9% | +22.4% | -12.0% |
| 6M | -30.2% | -60.7% | +30.5% | -24.1% |
| YTD | -26.8% | -28.5% | +1.7% | -26.3% |
| 1Y | -25.3% | -13.2% | -12.1% | -26.5% |
| 3Y | -7.8% | -28.8% | +21.0% | -9.8% |
| 5Y | +17.0% | +28.0% | -11.0% | +4.5% |
| All | +87.2% | -15.3% | +102.5% | +45.8% |
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