-71.3%
QS vs LBRT
-25.0%
-46.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -11.2% | +18.7% | +10.3% |
| 7D | +4.5% | -25.3% | +29.8% | +12.2% |
| 30D | -4.1% | -32.9% | +28.8% | +6.1% |
| 3M | -22.1% | -33.3% | +11.2% | -14.3% |
| 6M | -38.4% | -61.0% | +22.6% | -20.3% |
| YTD | -57.5% | -28.0% | -29.5% | -59.7% |
| 1Y | -71.3% | -21.5% | -49.8% | -74.9% |
| All | -71.3% | -25.0% | -46.3% | -74.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling