+1,770.6%
LLY vs LBRT
-16.2%
+1,786.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +4.6% | +13.8% | -9.2% | +4.2% |
| 30D | +22.4% | -32.4% | +54.7% | +23.5% |
| 3M | +17.1% | -39.9% | +57.0% | +18.6% |
| 6M | +44.6% | -60.8% | +105.5% | +48.2% |
| YTD | +33.5% | -29.3% | +62.7% | +33.1% |
| 1Y | +41.1% | -18.9% | +60.0% | +39.9% |
| 3Y | +143.8% | -28.0% | +171.7% | +139.0% |
| 5Y | +473.4% | +26.6% | +446.8% | +443.8% |
| All | +1,770.6% | -16.2% | +1,786.8% | +1,534.9% |
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