+435.8%
MSCI vs LBRT
-19.0%
+454.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.9% |
| 7D | +2.7% | -15.7% | +18.3% | +4.1% |
| 30D | +16.2% | -34.3% | +50.5% | +20.3% |
| 3M | +17.1% | -40.6% | +57.7% | +22.1% |
| 6M | +13.0% | -62.0% | +75.0% | +22.5% |
| YTD | +15.8% | -31.6% | +47.4% | +17.1% |
| 1Y | +15.5% | -25.8% | +41.3% | +15.6% |
| 3Y | +32.3% | -30.4% | +62.7% | +29.2% |
| 5Y | +8.2% | +18.7% | -10.5% | -2.9% |
| All | +435.8% | -19.0% | +454.9% | +293.7% |
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