-31.3%
LVS vs LBRT
-16.4%
-14.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -2.0% |
| 7D | -1.3% | -1.9% | +0.6% | -1.3% |
| 30D | +12.2% | -32.0% | +44.2% | +18.3% |
| 3M | -11.3% | -39.7% | +28.4% | -5.0% |
| 6M | -21.6% | -61.1% | +39.5% | -10.6% |
| YTD | -36.6% | -29.4% | -7.2% | -36.5% |
| 1Y | -38.4% | -24.5% | -13.9% | -39.4% |
| 3Y | -10.2% | -28.1% | +17.9% | -15.4% |
| 5Y | +9.4% | +23.9% | -14.5% | -11.8% |
| All | -31.3% | -16.4% | -14.9% | -52.7% |
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 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