+22.6%
LII vs LBRT
+1.0%
+21.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.7% | +10.9% | -1.6% |
| 7D | +0.2% | -34.8% | +35.0% | +3.9% |
| 30D | -4.6% | -43.6% | +39.0% | +0.2% |
| 3M | -21.7% | -41.2% | +19.6% | -18.3% |
| 6M | -32.8% | -66.1% | +33.3% | -26.1% |
| YTD | -27.5% | -37.9% | +10.3% | -26.7% |
| 1Y | -28.0% | -33.9% | +5.9% | -27.9% |
| 3Y | -7.2% | -40.9% | +33.6% | -9.4% |
| 5Y | +22.6% | +2.1% | +20.5% | +15.2% |
| All | +22.6% | +1.0% | +21.6% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling