+62.6%
NDAQ vs LBRT
+6.0%
+56.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | -0.1% |
| 7D | +0.8% | -29.1% | +30.0% | +2.9% |
| 30D | +16.5% | -38.4% | +54.9% | +20.0% |
| 3M | +13.5% | -40.1% | +53.6% | +16.9% |
| 6M | +20.9% | -62.9% | +83.8% | +29.0% |
| YTD | +11.4% | -34.5% | +45.9% | +11.9% |
| 1Y | +25.9% | -30.2% | +56.1% | +25.5% |
| 3Y | +119.9% | -37.5% | +157.3% | +114.2% |
| All | +62.6% | +6.0% | +56.6% | +52.5% |
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