+311.2%
NDAQ vs LBRT
+33.5%
+277.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.9% |
| 7D | -2.4% | +8.3% | -10.7% | -3.1% |
| 30D | +2.5% | +6.1% | -3.7% | +1.9% |
| 3M | +9.9% | -34.8% | +44.7% | +13.1% |
| 6M | +9.4% | -24.8% | +34.3% | +10.9% |
| YTD | +0.4% | +12.2% | -11.8% | -1.9% |
| 1Y | +4.0% | +94.0% | -90.0% | -3.8% |
| 3Y | +94.4% | +31.3% | +63.1% | +82.4% |
| 5Y | +56.7% | +111.8% | -55.1% | +38.3% |
| All | +311.2% | +33.5% | +277.8% | +222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling