+555.5%
P vs LBRT
-14.8%
+570.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -11.2% | +6.2% | -2.6% |
| 7D | -19.4% | -25.3% | +6.0% | -14.2% |
| 30D | -22.3% | -32.9% | +10.6% | -15.4% |
| 3M | +33.2% | -33.3% | +66.5% | +45.1% |
| 6M | +53.6% | -61.0% | +114.6% | +84.4% |
| YTD | +66.8% | -28.0% | +94.8% | +75.9% |
| 1Y | +17.5% | -21.5% | +39.0% | +21.5% |
| 3Y | +219.7% | -31.5% | +251.2% | +224.7% |
| 5Y | +307.8% | +12.3% | +295.4% | +261.0% |
| All | +555.5% | -14.8% | +570.3% | +361.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling