+435.1%
MSCI vs LBRT
-26.4%
+461.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -13.7% | +11.0% | -1.4% |
| 7D | +6.0% | -34.8% | +40.8% | +10.1% |
| 30D | +18.2% | -43.6% | +61.8% | +24.2% |
| 3M | +15.1% | -41.2% | +56.3% | +20.2% |
| 6M | +13.7% | -66.1% | +79.8% | +24.7% |
| YTD | +15.6% | -37.9% | +53.5% | +18.1% |
| 1Y | +16.3% | -33.9% | +50.2% | +17.8% |
| 3Y | +36.9% | -40.9% | +77.7% | +35.9% |
| 5Y | +6.3% | +2.1% | +4.2% | -3.1% |
| All | +435.1% | -26.4% | +461.5% | +296.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling