+17.6%
LQD vs LBRT
-16.2%
+33.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -1.5% | +13.8% | -15.4% | -1.6% |
| 30D | +0.9% | -32.4% | +33.3% | +1.1% |
| 3M | -1.7% | -39.9% | +38.2% | -1.4% |
| 6M | -2.8% | -60.8% | +58.1% | -2.2% |
| YTD | -2.8% | -29.3% | +26.5% | -2.7% |
| 1Y | -2.8% | -18.9% | +16.1% | -2.9% |
| 3Y | +15.5% | -28.0% | +43.4% | +15.1% |
| 5Y | -4.9% | +26.6% | -31.5% | -5.8% |
| All | +17.6% | -16.2% | +33.9% | +12.2% |
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