+151.3%
LOW vs LBRT
+33.5%
+117.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.2% |
| 7D | -1.7% | +8.3% | -10.0% | -2.5% |
| 30D | -7.0% | +6.1% | -13.2% | -7.8% |
| 3M | -0.9% | -34.8% | +33.9% | +2.8% |
| 6M | -20.1% | -24.8% | +4.8% | -18.9% |
| YTD | -13.9% | +12.2% | -26.1% | -16.9% |
| 1Y | -21.1% | +94.0% | -115.1% | -29.5% |
| 3Y | -6.6% | +31.3% | -37.9% | -14.9% |
| 5Y | +9.4% | +111.8% | -102.5% | -9.5% |
| All | +151.3% | +33.5% | +117.9% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling