-43.5%
QS vs LBRT
+212.2%
-255.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.9% | -1.9% | +1.2% |
| 7D | +2.2% | +6.9% | -4.7% | +0.8% |
| 30D | -8.1% | +7.8% | -15.9% | -9.5% |
| 3M | -27.0% | -25.3% | -1.8% | -23.2% |
| 6M | -16.4% | -19.6% | +3.1% | -13.6% |
| YTD | -46.4% | +17.2% | -63.5% | -48.5% |
| 1Y | -41.1% | +114.1% | -155.2% | -49.6% |
| 3Y | -18.6% | +27.0% | -45.6% | -25.9% |
| 5Y | -73.0% | +128.3% | -201.3% | -77.1% |
| All | -43.5% | +212.2% | -255.7% | -52.7% |
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