-29.8%
LII vs LBRT
-59.8%
+30.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -11.2% | +14.8% | +2.6% |
| 7D | +7.9% | -25.3% | +33.2% | +5.8% |
| 30D | -0.6% | -32.9% | +32.3% | -2.4% |
| 3M | -19.3% | -33.3% | +14.0% | -20.8% |
| 6M | -29.8% | -61.0% | +31.1% | -29.2% |
| All | -29.8% | -59.8% | +30.0% | -29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling