+132.2%
LLY vs LBRT
-38.0%
+170.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -0.7% |
| 7D | -4.5% | -29.1% | +24.7% | -5.0% |
| 30D | +13.9% | -38.4% | +52.3% | +13.2% |
| 3M | +13.8% | -40.1% | +53.8% | +13.0% |
| 6M | +37.6% | -62.9% | +100.5% | +37.0% |
| YTD | +26.6% | -34.5% | +61.1% | +23.3% |
| 1Y | +45.3% | -30.2% | +75.6% | +41.0% |
| 3Y | +132.2% | -37.5% | +169.7% | +114.9% |
| All | +132.2% | -38.0% | +170.2% | +114.9% |
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 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