+23.1%
Q vs LBRT
-29.2%
+52.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.4% | +1.0% | +5.0% |
| 7D | +0.3% | -29.1% | +29.4% | +8.4% |
| 30D | -9.8% | -38.4% | +28.6% | +0.4% |
| 3M | -12.2% | -40.1% | +27.8% | -1.7% |
| 6M | -21.6% | -62.9% | +41.3% | -5.3% |
| YTD | +43.6% | -34.5% | +78.1% | +52.8% |
| 1Y | +25.7% | -30.2% | +55.9% | +33.7% |
| All | +23.1% | -29.2% | +52.3% | +30.5% |
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