+33.2%
Q vs LBRT
-23.6%
+56.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +1.5% |
| 7D | +6.6% | -1.9% | +8.5% | +6.9% |
| 30D | +2.7% | -32.0% | +34.8% | +11.6% |
| 3M | -8.4% | -39.7% | +31.3% | +2.0% |
| 6M | -17.3% | -61.1% | +43.8% | -1.7% |
| YTD | +55.3% | -29.4% | +84.7% | +62.1% |
| 1Y | +31.5% | -24.5% | +55.9% | +37.1% |
| All | +33.2% | -23.6% | +56.8% | +38.5% |
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