-57.5%
QS vs LBRT
+88.2%
-145.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.3% | -8.7% | -6.0% |
| 7D | -5.0% | -1.9% | -3.1% | -4.7% |
| 30D | -1.4% | -32.0% | +30.6% | +5.3% |
| 3M | -33.6% | -39.7% | +6.1% | -27.6% |
| 6M | -47.6% | -61.1% | +13.5% | -38.1% |
| YTD | -59.6% | -29.4% | -30.2% | -57.7% |
| 1Y | -73.5% | -24.5% | -49.1% | -72.6% |
| 3Y | -23.0% | -28.1% | +5.1% | -22.7% |
| 5Y | -89.4% | +23.9% | -113.3% | -90.2% |
| All | -57.5% | +88.2% | -145.7% | -61.1% |
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 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