-21.8%
LUV vs LBRT
-16.2%
-5.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | +1.8% | +13.8% | -12.1% | -0.7% |
| 30D | +11.3% | -32.4% | +43.7% | +18.4% |
| 3M | +1.0% | -39.9% | +40.9% | +9.5% |
| 6M | +15.6% | -60.8% | +76.4% | +34.4% |
| YTD | +10.9% | -29.3% | +40.2% | +13.4% |
| 1Y | +38.1% | -18.9% | +57.0% | +37.1% |
| 3Y | +108.2% | -28.0% | +136.2% | +101.4% |
| 5Y | +1.7% | +26.6% | -24.8% | -16.2% |
| All | -21.8% | -16.2% | -5.6% | -47.5% |
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