+73.5%
LSCC vs LBRT
-41.2%
+114.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -13.7% | +5.1% | -3.7% |
| 7D | -4.8% | -34.8% | +30.0% | +10.0% |
| 30D | -27.1% | -43.6% | +16.5% | -11.1% |
| 3M | -23.6% | -41.2% | +17.6% | -8.4% |
| 6M | -19.8% | -66.1% | +46.2% | +14.3% |
| YTD | +33.2% | -37.9% | +71.1% | +49.8% |
| 1Y | +55.2% | -33.9% | +89.1% | +70.0% |
| All | +73.5% | -41.2% | +114.6% | +93.8% |
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