+861.7%
LITE vs LBRT
-26.4%
+888.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -13.7% | -5.0% | -15.3% |
| 7D | -44.6% | -34.8% | -9.8% | -38.1% |
| 30D | -55.0% | -43.6% | -11.4% | -47.9% |
| 3M | -38.3% | -41.2% | +2.9% | -29.2% |
| 6M | -48.8% | -66.1% | +17.3% | -34.0% |
| YTD | +38.3% | -37.9% | +76.1% | +56.1% |
| 1Y | +119.0% | -33.9% | +152.9% | +145.1% |
| 3Y | +1,092.0% | -40.9% | +1,132.9% | +1,223.8% |
| 5Y | +446.1% | +2.1% | +444.0% | +435.5% |
| All | +861.7% | -26.4% | +888.1% | +750.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling