+21.2%
LSCC vs LBRT
+25.4%
-4.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | +1.3% | +8.3% | -6.9% | -1.4% |
| 30D | -9.7% | +6.1% | -15.8% | -11.6% |
| 3M | -23.7% | -34.8% | +11.0% | -13.1% |
| 6M | +26.5% | -24.8% | +51.3% | +35.6% |
| YTD | +57.5% | +12.2% | +45.3% | +44.7% |
| 1Y | +75.7% | +94.0% | -18.3% | +29.2% |
| All | +21.2% | +25.4% | -4.2% | +1.7% |
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