+186.5%
LOW vs LBRT
-16.4%
+202.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.4% |
| 7D | +1.0% | -1.9% | +2.9% | +1.0% |
| 30D | +25.6% | -32.0% | +57.6% | +29.6% |
| 3M | +5.3% | -39.7% | +45.0% | +9.7% |
| 6M | +3.7% | -61.1% | +64.8% | +12.3% |
| YTD | -1.9% | -29.4% | +27.5% | -1.7% |
| 1Y | +0.6% | -24.5% | +25.0% | -0.2% |
| 3Y | +26.4% | -28.1% | +54.5% | +22.0% |
| 5Y | +10.1% | +23.9% | -13.8% | -4.0% |
| All | +186.5% | -16.4% | +202.9% | +113.9% |
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