+119.8%
NDAQ vs LBRT
-30.4%
+150.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.6% |
| 7D | +2.9% | -15.7% | +18.5% | +3.6% |
| 30D | +17.5% | -34.3% | +51.7% | +19.8% |
| 3M | +15.4% | -40.6% | +56.1% | +18.3% |
| 6M | +24.6% | -62.0% | +86.6% | +31.8% |
| YTD | +14.4% | -31.6% | +46.0% | +13.6% |
| 1Y | +26.9% | -25.8% | +52.7% | +24.7% |
| 3Y | +119.8% | -30.4% | +150.2% | +109.1% |
| All | +119.8% | -30.4% | +150.2% | +109.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling