-33.2%
LUV vs LBRT
+43.0%
-76.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.6% |
| 7D | +0.7% | +10.2% | -9.5% | -1.2% |
| 30D | -13.4% | +4.9% | -18.3% | -14.4% |
| 3M | -9.6% | -21.2% | +11.6% | -6.4% |
| 6M | -8.9% | -19.9% | +11.0% | -7.3% |
| YTD | -5.2% | +20.8% | -25.9% | -11.2% |
| 1Y | +27.0% | +123.5% | -96.5% | +3.4% |
| 3Y | +39.6% | +30.9% | +8.7% | +21.8% |
| 5Y | -14.4% | +136.3% | -150.7% | -37.1% |
| All | -33.2% | +43.0% | -76.2% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling