+7.3%
LII vs LBRT
+25.4%
-18.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | +1.0% |
| 7D | -0.7% | +8.3% | -9.0% | -1.7% |
| 30D | -12.6% | +6.1% | -18.7% | -13.4% |
| 3M | -24.4% | -34.8% | +10.3% | -20.9% |
| 6M | -28.7% | -24.8% | -3.9% | -27.3% |
| YTD | -19.1% | +12.2% | -31.4% | -23.4% |
| 1Y | -29.7% | +94.0% | -123.7% | -40.6% |
| All | +7.3% | +25.4% | -18.2% | -4.2% |
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