+362.0%
NDAQ vs LBRT
-15.3%
+377.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.2% |
| 7D | +1.3% | +9.2% | -7.9% | +0.6% |
| 30D | +18.0% | -27.5% | +45.5% | +20.3% |
| 3M | +11.5% | -37.9% | +49.4% | +15.0% |
| 6M | +21.1% | -60.7% | +81.8% | +28.8% |
| YTD | +12.8% | -28.5% | +41.3% | +13.4% |
| 1Y | +25.7% | -13.2% | +38.9% | +24.2% |
| 3Y | +116.8% | -28.8% | +145.6% | +112.6% |
| 5Y | +67.3% | +28.0% | +39.3% | +53.2% |
| All | +362.0% | -15.3% | +377.3% | +273.1% |
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