-80.7%
QID vs LBRT
+115.1%
-195.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | 0.0% |
| 7D | -0.6% | +8.7% | -9.4% | +1.5% |
| 30D | 0.0% | +6.6% | -6.6% | +1.9% |
| 3M | +3.7% | -34.5% | +38.2% | -4.5% |
| 6M | -29.9% | -24.5% | -5.4% | -32.8% |
| YTD | -28.8% | +12.7% | -41.5% | -23.6% |
| 1Y | -37.2% | +94.8% | -132.0% | -20.5% |
| 3Y | -73.7% | +31.9% | -105.6% | -66.7% |
| All | -80.7% | +115.1% | -195.8% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling