+1,778.4%
LSCC vs LBRT
+33.5%
+1,745.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.7% |
| 7D | +1.3% | +8.7% | -7.4% | -0.6% |
| 30D | -9.7% | +6.6% | -16.3% | -11.0% |
| 3M | -23.7% | -34.5% | +10.8% | -17.0% |
| 6M | +26.5% | -24.5% | +51.0% | +32.7% |
| YTD | +57.5% | +12.7% | +44.8% | +50.7% |
| 1Y | +75.7% | +94.8% | -19.2% | +47.8% |
| 3Y | +19.5% | +31.9% | -12.4% | +6.9% |
| 5Y | +83.8% | +111.8% | -28.1% | +45.1% |
| All | +1,778.4% | +33.5% | +1,745.0% | +1,173.0% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling