+260.2%
LIN vs LBRT
-22.5%
+282.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.5% | -1.7% |
| 7D | +0.2% | -29.1% | +29.3% | +3.5% |
| 30D | +6.5% | -38.4% | +44.8% | +11.4% |
| 3M | +5.5% | -40.1% | +45.5% | +10.4% |
| 6M | +3.3% | -62.9% | +66.2% | +13.1% |
| YTD | +22.0% | -34.5% | +56.6% | +24.5% |
| 1Y | +25.7% | -30.2% | +56.0% | +27.1% |
| 3Y | +36.2% | -37.5% | +73.7% | +34.7% |
| 5Y | +66.1% | +7.6% | +58.5% | +48.5% |
| All | +260.2% | -22.5% | +282.7% | +177.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling