+74.7%
O vs LBRT
-15.3%
+90.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -0.4% | +9.2% | -9.6% | -1.2% |
| 30D | +7.1% | -27.5% | +34.7% | +9.9% |
| 3M | -5.2% | -37.9% | +32.7% | -1.6% |
| 6M | -1.8% | -60.7% | +58.9% | +6.1% |
| YTD | +9.1% | -28.5% | +37.6% | +9.9% |
| 1Y | +9.7% | -13.2% | +22.9% | +8.0% |
| 3Y | +39.1% | -28.8% | +67.9% | +35.3% |
| 5Y | +8.4% | +28.0% | -19.6% | -5.4% |
| All | +74.7% | -15.3% | +90.0% | +12.8% |
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