+134.1%
LLY vs LBRT
-41.2%
+175.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -13.7% | +9.9% | -3.9% |
| 7D | -0.7% | -34.8% | +34.2% | -1.3% |
| 30D | +17.9% | -43.6% | +61.5% | +17.0% |
| 3M | +16.8% | -41.2% | +58.1% | +15.9% |
| 6M | +38.4% | -66.1% | +104.5% | +37.9% |
| YTD | +27.6% | -37.9% | +65.5% | +24.2% |
| 1Y | +48.3% | -33.9% | +82.2% | +43.8% |
| All | +134.1% | -41.2% | +175.2% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling