+81.8%
LII vs LBRT
-22.5%
+104.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.3% | -2.5% |
| 7D | -0.6% | -29.1% | +28.5% | +2.6% |
| 30D | -4.6% | -38.4% | +33.8% | -0.3% |
| 3M | -21.2% | -40.1% | +18.8% | -17.6% |
| 6M | -36.4% | -62.9% | +26.5% | -30.5% |
| YTD | -28.9% | -34.5% | +5.6% | -27.7% |
| 1Y | -29.5% | -30.2% | +0.7% | -29.0% |
| 3Y | -8.6% | -37.5% | +28.9% | -9.4% |
| 5Y | +20.2% | +7.6% | +12.6% | +9.4% |
| All | +81.8% | -22.5% | +104.3% | +43.0% |
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