+3.9%
P vs LBRT
-31.1%
+35.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.4% | -1.8% | +1.5% |
| 7D | -23.8% | -29.1% | +5.3% | -13.6% |
| 30D | -36.6% | -38.4% | +1.8% | -25.2% |
| 3M | +10.9% | -40.1% | +50.9% | +31.7% |
| 6M | +30.0% | -62.9% | +92.9% | +70.8% |
| YTD | +44.4% | -34.5% | +78.9% | +61.2% |
| 1Y | +3.9% | -30.2% | +34.1% | +16.1% |
| All | +3.9% | -31.1% | +35.0% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling