-7.5%
MSCI vs LBRT
+114.2%
-121.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | +0.4% | +8.3% | -7.9% | -0.3% |
| 30D | +0.6% | +6.1% | -5.6% | -0.1% |
| 3M | -7.1% | -34.8% | +27.7% | -4.0% |
| 6M | +0.8% | -24.8% | +25.7% | +2.3% |
| YTD | +1.0% | +12.2% | -11.2% | -1.9% |
| 1Y | +4.3% | +94.0% | -89.7% | -5.8% |
| 3Y | +9.9% | +31.3% | -21.3% | +0.6% |
| All | -7.5% | +114.2% | -121.7% | -18.3% |
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