+533.4%
P vs LBRT
-15.3%
+548.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.2% |
| 7D | +11.6% | +9.2% | +2.4% | +9.5% |
| 30D | -23.7% | -27.5% | +3.8% | -18.0% |
| 3M | -8.0% | -37.9% | +29.9% | +1.9% |
| 6M | +27.9% | -60.7% | +88.6% | +53.8% |
| YTD | +61.2% | -28.5% | +89.7% | +70.7% |
| 1Y | +28.6% | -13.2% | +41.8% | +30.9% |
| 3Y | +200.5% | -28.8% | +229.3% | +204.1% |
| 5Y | +282.9% | +28.0% | +255.0% | +232.1% |
| All | +533.4% | -15.3% | +548.7% | +348.0% |
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 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