+503.2%
P vs LBRT
-16.2%
+519.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.1% | -1.8% | +4.5% |
| 7D | -9.6% | -11.9% | +2.3% | -6.9% |
| 30D | -33.4% | -31.9% | -1.5% | -27.5% |
| 3M | +14.2% | -34.9% | +49.1% | +25.4% |
| 6M | +31.6% | -60.7% | +92.2% | +58.3% |
| YTD | +53.5% | -29.2% | +82.7% | +62.9% |
| 1Y | +14.2% | -23.6% | +37.8% | +19.1% |
| 3Y | +190.5% | -26.8% | +217.3% | +192.6% |
| 5Y | +256.3% | +16.3% | +240.0% | +214.6% |
| All | +503.2% | -16.2% | +519.4% | +327.6% |
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