-70.4%
QID vs LBRT
-38.0%
-32.4%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.4% | -7.9% | -1.1% |
| 7D | +9.4% | -29.1% | +38.6% | +1.0% |
| 30D | +31.2% | -38.4% | +69.6% | +17.6% |
| 3M | +17.4% | -40.1% | +57.5% | +5.0% |
| 6M | +8.4% | -62.9% | +71.3% | -12.5% |
| YTD | -15.8% | -34.5% | +18.8% | -19.4% |
| 1Y | -16.3% | -30.2% | +13.9% | -17.8% |
| 3Y | -70.4% | -37.5% | -32.9% | -67.7% |
| All | -70.4% | -38.0% | -32.4% | -67.7% |
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