+1,381.0%
NET vs LBRT
+29.9%
+1,351.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -11.2% | +8.6% | -1.4% |
| 7D | -16.4% | -25.3% | +9.0% | -13.8% |
| 30D | -25.8% | -32.9% | +7.0% | -22.8% |
| 3M | -11.5% | -33.3% | +21.8% | -8.0% |
| 6M | +18.9% | -61.0% | +79.9% | +29.7% |
| YTD | +35.2% | -28.0% | +63.2% | +37.9% |
| 1Y | +14.5% | -21.5% | +36.0% | +15.6% |
| 3Y | +313.8% | -31.5% | +345.3% | +311.6% |
| 5Y | +32.6% | +12.3% | +20.2% | +28.2% |
| All | +1,381.0% | +29.9% | +1,351.1% | +1,542.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling