+85.8%
LSCC vs LBRT
-38.0%
+123.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.4% | +1.8% | +5.2% |
| 7D | +13.0% | -29.1% | +42.1% | +26.6% |
| 30D | -19.8% | -38.4% | +18.6% | -5.2% |
| 3M | -18.4% | -40.1% | +21.7% | -2.8% |
| 6M | -16.1% | -62.9% | +46.8% | +16.0% |
| YTD | +42.7% | -34.5% | +77.3% | +57.6% |
| 1Y | +68.0% | -30.2% | +98.2% | +80.6% |
| 3Y | +85.8% | -37.5% | +123.3% | +103.8% |
| All | +85.8% | -38.0% | +123.8% | +103.8% |
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