+180.9%
P vs LBRT
-30.4%
+211.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.2% |
| 7D | -13.3% | -15.7% | +2.3% | -8.7% |
| 30D | -34.0% | -34.3% | +0.3% | -25.4% |
| 3M | +4.1% | -40.6% | +44.7% | +20.4% |
| 6M | +30.5% | -62.0% | +92.5% | +66.2% |
| YTD | +52.2% | -31.6% | +83.8% | +66.1% |
| 1Y | +10.3% | -25.8% | +36.1% | +17.5% |
| 3Y | +180.9% | -30.4% | +211.2% | +183.7% |
| All | +180.9% | -30.4% | +211.2% | +183.7% |
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