+146.9%
LOW vs LBRT
+38.7%
+108.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.2% |
| 7D | +0.4% | +6.9% | -6.6% | -0.3% |
| 30D | -10.1% | +7.8% | -17.9% | -10.9% |
| 3M | -2.9% | -25.3% | +22.4% | -0.6% |
| 6M | -19.4% | -19.6% | +0.2% | -18.8% |
| YTD | -15.4% | +17.2% | -32.6% | -18.8% |
| 1Y | -24.9% | +114.1% | -139.0% | -33.6% |
| 3Y | -7.8% | +27.0% | -34.8% | -15.5% |
| 5Y | +8.4% | +128.3% | -119.9% | -11.1% |
| All | +146.9% | +38.7% | +108.1% | +76.7% |
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