-5.8%
LOW vs LBRT
+26.0%
-31.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | -1.7% | +8.7% | -10.5% | -2.0% |
| 30D | -7.0% | +6.6% | -13.6% | -7.3% |
| 3M | -0.9% | -34.5% | +33.6% | +0.8% |
| 6M | -20.1% | -24.5% | +4.4% | -19.8% |
| YTD | -13.9% | +12.7% | -26.6% | -16.7% |
| 1Y | -21.1% | +94.8% | -116.0% | -28.3% |
| All | -5.8% | +26.0% | -31.8% | -12.5% |
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