-27.2%
QS vs LBRT
-38.0%
+10.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.4% | -1.2% | +2.9% |
| 7D | +5.4% | -29.1% | +34.6% | +13.7% |
| 30D | -5.3% | -38.4% | +33.1% | +5.3% |
| 3M | -22.6% | -40.1% | +17.5% | -13.7% |
| 6M | -46.2% | -62.9% | +16.7% | -32.7% |
| YTD | -58.9% | -34.5% | -24.4% | -55.8% |
| 1Y | -73.1% | -30.2% | -42.9% | -71.5% |
| 3Y | -27.2% | -37.5% | +10.3% | -17.2% |
| All | -27.2% | -38.0% | +10.8% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling