+167.1%
P vs LBRT
-41.2%
+208.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -13.7% | -2.7% | -12.3% |
| 7D | -31.9% | -34.8% | +2.9% | -22.7% |
| 30D | -36.5% | -43.6% | +7.1% | -25.2% |
| 3M | +11.6% | -41.2% | +52.8% | +30.1% |
| 6M | +25.2% | -66.1% | +91.3% | +64.6% |
| YTD | +39.4% | -37.9% | +77.3% | +56.6% |
| 1Y | -3.7% | -33.9% | +30.2% | +6.2% |
| All | +167.1% | -41.2% | +208.3% | +180.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling