+58.4%
NDAQ vs LBRT
+115.1%
-56.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.3% | -2.0% |
| 7D | -2.4% | +8.7% | -11.2% | -3.0% |
| 30D | +2.5% | +6.6% | -4.2% | +1.9% |
| 3M | +9.9% | -34.5% | +44.4% | +13.0% |
| 6M | +9.4% | -24.5% | +33.9% | +10.8% |
| YTD | +0.4% | +12.7% | -12.3% | -2.2% |
| 1Y | +4.0% | +94.8% | -90.8% | -4.6% |
| 3Y | +94.4% | +31.9% | +62.5% | +80.7% |
| All | +58.4% | +115.1% | -56.8% | +41.4% |
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