+57.3%
LLY vs LBRT
-25.0%
+82.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -11.2% | +11.8% | -0.8% |
| 7D | +10.1% | -25.3% | +35.4% | +6.3% |
| 30D | +24.0% | -32.9% | +56.9% | +18.6% |
| 3M | +27.3% | -33.3% | +60.6% | +21.8% |
| 6M | +47.0% | -61.0% | +107.9% | +33.3% |
| YTD | +32.6% | -28.0% | +60.6% | +23.5% |
| 1Y | +57.3% | -21.5% | +78.9% | +46.8% |
| All | +57.3% | -25.0% | +82.4% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling