+25.1%
RF vs LBRT
-25.0%
+50.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -11.2% | +12.7% | +1.6% |
| 7D | +2.3% | -25.3% | +27.6% | +2.6% |
| 30D | +7.2% | -32.9% | +40.1% | +8.0% |
| 3M | -8.2% | -33.3% | +25.1% | -7.6% |
| 6M | +7.0% | -61.0% | +68.0% | +9.3% |
| YTD | +10.3% | -28.0% | +38.3% | +5.9% |
| 1Y | +25.1% | -21.5% | +46.6% | +19.7% |
| All | +25.1% | -25.0% | +50.1% | +19.7% |
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 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