+16.4%
MSCI vs LBRT
-17.1%
+33.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.1% |
| 7D | +2.7% | +9.2% | -6.5% | +3.2% |
| 30D | +17.4% | -27.5% | +44.9% | +15.8% |
| 3M | +14.8% | -37.9% | +52.7% | +12.9% |
| 6M | +16.1% | -60.7% | +76.8% | +14.8% |
| YTD | +16.0% | -28.5% | +44.5% | +15.6% |
| 1Y | +16.4% | -13.2% | +29.7% | +17.4% |
| All | +16.4% | -17.1% | +33.6% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling