+79.5%
O vs LBRT
+38.7%
+40.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.8% |
| 7D | -0.6% | +6.9% | -7.5% | -1.2% |
| 30D | -2.0% | +7.8% | -9.8% | -2.8% |
| 3M | +3.0% | -25.3% | +28.3% | +5.3% |
| 6M | -3.6% | -19.6% | +15.9% | -2.7% |
| YTD | +12.1% | +17.2% | -5.1% | +8.4% |
| 1Y | +8.9% | +114.1% | -105.2% | -2.3% |
| 3Y | +30.3% | +27.0% | +3.3% | +20.2% |
| 5Y | +13.7% | +128.3% | -114.6% | -6.3% |
| All | +79.5% | +38.7% | +40.8% | +11.2% |
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