+467.4%
P vs LBRT
-22.5%
+489.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.4% | -1.8% | +2.4% |
| 7D | -23.8% | -29.1% | +5.3% | -17.8% |
| 30D | -36.6% | -38.4% | +1.8% | -29.5% |
| 3M | +10.9% | -40.1% | +50.9% | +23.9% |
| 6M | +30.0% | -62.9% | +92.9% | +58.3% |
| YTD | +44.4% | -34.5% | +78.9% | +55.9% |
| 1Y | +3.9% | -30.2% | +34.1% | +10.5% |
| 3Y | +176.6% | -37.5% | +214.1% | +187.4% |
| 5Y | +249.3% | +7.6% | +241.7% | +213.6% |
| All | +467.4% | -22.5% | +489.9% | +309.1% |
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