-6.7%
LII vs LBRT
-41.2%
+34.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.7% | +10.9% | -1.5% |
| 7D | +0.2% | -34.8% | +35.0% | +4.1% |
| 30D | -4.6% | -43.6% | +39.0% | +0.6% |
| 3M | -21.7% | -41.2% | +19.6% | -18.1% |
| 6M | -32.8% | -66.1% | +33.3% | -25.1% |
| YTD | -27.5% | -37.9% | +10.3% | -27.6% |
| 1Y | -28.0% | -33.9% | +5.9% | -29.0% |
| All | -6.7% | -41.2% | +34.4% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling