+75.4%
O vs LBRT
-22.5%
+97.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.1% | -1.3% |
| 7D | +3.7% | -29.1% | +32.9% | +6.8% |
| 30D | +11.2% | -38.4% | +49.6% | +15.8% |
| 3M | -4.0% | -40.1% | +36.1% | +0.1% |
| 6M | -5.2% | -62.9% | +57.7% | +2.9% |
| YTD | +9.5% | -34.5% | +44.0% | +11.2% |
| 1Y | +10.6% | -30.2% | +40.8% | +11.4% |
| 3Y | +38.1% | -37.5% | +75.6% | +36.2% |
| 5Y | +10.2% | +7.6% | +2.6% | -1.9% |
| All | +75.4% | -22.5% | +97.8% | +14.2% |
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 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