+364.7%
QQQ vs LBRT
+38.7%
+325.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.5% |
| 7D | +1.5% | +6.9% | -5.4% | +0.8% |
| 30D | -0.6% | +7.8% | -8.4% | -1.6% |
| 3M | +0.4% | -25.3% | +25.7% | +3.0% |
| 6M | +20.1% | -19.6% | +39.6% | +21.7% |
| YTD | +17.2% | +17.2% | +0.1% | +13.6% |
| 1Y | +24.7% | +114.1% | -89.4% | +12.1% |
| 3Y | +96.2% | +27.0% | +69.2% | +82.6% |
| 5Y | +94.4% | +128.3% | -33.9% | +66.0% |
| All | +364.7% | +38.7% | +325.9% | +265.0% |
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