+27.6%
LII vs LBRT
+114.2%
-86.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | +1.0% |
| 7D | -0.7% | +8.3% | -9.0% | -1.6% |
| 30D | -12.6% | +6.1% | -18.7% | -13.3% |
| 3M | -24.4% | -34.8% | +10.3% | -21.5% |
| 6M | -28.7% | -24.8% | -3.9% | -27.5% |
| YTD | -19.1% | +12.2% | -31.4% | -22.1% |
| 1Y | -29.7% | +94.0% | -123.7% | -37.5% |
| 3Y | +4.8% | +31.3% | -26.5% | -4.2% |
| All | +27.6% | +114.2% | -86.5% | +9.7% |
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