+15.2%
LQD vs LBRT
+22.3%
-7.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -0.4% | +8.7% | -9.1% | -0.5% |
| 30D | -0.8% | +6.6% | -7.4% | -0.8% |
| 3M | -1.9% | -34.5% | +32.5% | -1.7% |
| 6M | -2.7% | -24.5% | +21.8% | -2.6% |
| YTD | -1.3% | +12.7% | -14.0% | -1.6% |
| 1Y | 0.0% | +94.8% | -94.9% | -1.2% |
| All | +15.2% | +22.3% | -7.0% | +12.0% |
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