+9.4%
NDAQ vs LBRT
-25.8%
+35.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.8% |
| 7D | -2.4% | +8.3% | -10.7% | -2.0% |
| 30D | +2.5% | +6.1% | -3.7% | +2.9% |
| 3M | +9.9% | -34.8% | +44.7% | +8.6% |
| 6M | +9.4% | -24.8% | +34.3% | +9.4% |
| All | +9.4% | -25.8% | +35.2% | +9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling