+6.3%
MSCI vs LBRT
+1.0%
+5.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -13.7% | +11.0% | -1.7% |
| 7D | +6.0% | -34.8% | +40.8% | +9.4% |
| 30D | +18.2% | -43.6% | +61.8% | +23.3% |
| 3M | +15.1% | -41.2% | +56.3% | +19.3% |
| 6M | +13.7% | -66.1% | +79.8% | +23.7% |
| YTD | +15.6% | -37.9% | +53.5% | +16.9% |
| 1Y | +16.3% | -33.9% | +50.2% | +16.5% |
| 3Y | +36.9% | -40.9% | +77.7% | +33.6% |
| 5Y | +6.3% | +2.1% | +4.2% | -4.9% |
| All | +6.3% | +1.0% | +5.3% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling