+38.1%
O vs LBRT
-38.0%
+76.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.1% | -0.8% |
| 7D | +3.7% | -29.1% | +32.9% | +3.8% |
| 30D | +11.2% | -38.4% | +49.6% | +11.5% |
| 3M | -4.0% | -40.1% | +36.1% | -3.7% |
| 6M | -5.2% | -62.9% | +57.7% | -4.1% |
| YTD | +9.5% | -34.5% | +44.0% | +8.8% |
| 1Y | +10.6% | -30.2% | +40.8% | +9.6% |
| 3Y | +38.1% | -37.5% | +75.6% | +34.0% |
| All | +38.1% | -38.0% | +76.1% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling