+1,024.8%
LITE vs LBRT
-16.2%
+1,041.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.1% | +2.6% | +8.7% |
| 7D | -12.9% | -11.9% | -1.0% | -9.7% |
| 30D | -46.0% | -31.9% | -14.0% | -40.1% |
| 3M | -33.0% | -34.9% | +1.8% | -25.0% |
| 6M | -34.0% | -60.7% | +26.6% | -17.9% |
| YTD | +61.7% | -29.2% | +91.0% | +77.1% |
| 1Y | +148.3% | -23.6% | +171.9% | +168.8% |
| 3Y | +1,408.5% | -26.8% | +1,435.3% | +1,503.6% |
| 5Y | +546.2% | +16.3% | +529.8% | +514.6% |
| All | +1,024.8% | -16.2% | +1,041.0% | +864.8% |
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