+19.2%
LQD vs LBRT
+43.0%
-23.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.2% |
| 7D | 0.0% | +10.2% | -10.2% | -0.1% |
| 30D | -0.2% | +4.9% | -5.1% | -0.2% |
| 3M | -1.7% | -21.2% | +19.5% | -1.5% |
| 6M | -2.7% | -19.9% | +17.3% | -2.6% |
| YTD | -1.4% | +20.8% | -22.2% | -1.7% |
| 1Y | -1.0% | +123.5% | -124.5% | -1.9% |
| 3Y | +15.1% | +30.9% | -15.9% | +14.2% |
| 5Y | -5.2% | +136.3% | -141.5% | -6.6% |
| All | +19.2% | +43.0% | -23.8% | +13.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling