+1,674.6%
LLY vs LBRT
-22.5%
+1,697.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -0.9% |
| 7D | -4.5% | -29.1% | +24.7% | -3.6% |
| 30D | +13.9% | -38.4% | +52.3% | +15.3% |
| 3M | +13.8% | -40.1% | +53.8% | +15.1% |
| 6M | +37.6% | -62.9% | +100.5% | +41.2% |
| YTD | +26.6% | -34.5% | +61.1% | +26.6% |
| 1Y | +45.3% | -30.2% | +75.6% | +44.8% |
| 3Y | +132.2% | -37.5% | +169.7% | +128.8% |
| 5Y | +434.7% | +7.6% | +427.1% | +409.9% |
| All | +1,674.6% | -22.5% | +1,697.0% | +1,454.5% |
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 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