-98.1%
QID vs LBRT
-16.4%
-81.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.3% | -7.9% | -3.9% |
| 7D | -1.1% | -1.9% | +0.8% | -0.7% |
| 30D | +14.4% | -32.0% | +46.4% | +6.8% |
| 3M | +6.7% | -39.7% | +46.3% | -2.6% |
| 6M | +2.6% | -61.1% | +63.7% | -13.2% |
| YTD | -24.2% | -29.4% | +5.2% | -26.1% |
| 1Y | -22.3% | -24.5% | +2.2% | -22.6% |
| 3Y | -72.0% | -28.1% | -44.0% | -69.7% |
| 5Y | -78.2% | +23.9% | -102.0% | -71.5% |
| All | -98.1% | -16.4% | -81.7% | -96.7% |
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 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