+70.5%
NDAQ vs LBRT
+13.8%
+56.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.6% |
| 7D | +2.9% | -15.7% | +18.5% | +3.8% |
| 30D | +17.5% | -34.3% | +51.7% | +20.4% |
| 3M | +15.4% | -40.6% | +56.1% | +19.1% |
| 6M | +24.6% | -62.0% | +86.6% | +32.7% |
| YTD | +14.4% | -31.6% | +46.0% | +14.6% |
| 1Y | +26.9% | -25.8% | +52.7% | +25.9% |
| 3Y | +119.8% | -30.4% | +150.2% | +112.3% |
| 5Y | +70.5% | +18.7% | +51.8% | +57.6% |
| All | +70.5% | +13.8% | +56.7% | +57.6% |
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