+422.9%
MSCI vs LBRT
-22.5%
+445.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.4% | -7.6% | -2.8% |
| 7D | +2.8% | -29.1% | +32.0% | +5.9% |
| 30D | +15.4% | -38.4% | +53.8% | +20.2% |
| 3M | +13.4% | -40.1% | +53.5% | +18.2% |
| 6M | +10.9% | -62.9% | +73.8% | +20.5% |
| YTD | +13.0% | -34.5% | +47.5% | +14.8% |
| 1Y | +12.0% | -30.2% | +42.2% | +12.8% |
| 3Y | +34.1% | -37.5% | +71.6% | +32.4% |
| 5Y | +3.9% | +7.6% | -3.7% | -5.8% |
| All | +422.9% | -22.5% | +445.4% | +285.9% |
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