+545.7%
P vs LBRT
-16.2%
+562.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +17.8% | +13.8% | +4.0% | +14.6% |
| 30D | -29.9% | -32.4% | +2.5% | -23.5% |
| 3M | -1.2% | -39.9% | +38.7% | +10.2% |
| 6M | +32.1% | -60.8% | +93.0% | +59.0% |
| YTD | +64.3% | -29.3% | +93.6% | +74.5% |
| 1Y | +24.3% | -18.9% | +43.1% | +28.2% |
| 3Y | +203.2% | -28.0% | +231.2% | +206.4% |
| 5Y | +290.4% | +26.6% | +263.8% | +239.4% |
| All | +545.7% | -16.2% | +562.0% | +357.9% |
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