+119.3%
RF vs LBRT
-26.4%
+145.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.7% | +11.6% | +1.4% |
| 7D | -1.6% | -34.8% | +33.2% | +8.9% |
| 30D | +5.0% | -43.6% | +48.6% | +20.1% |
| 3M | -10.0% | -41.2% | +31.3% | +1.3% |
| 6M | +3.3% | -66.1% | +69.4% | +31.8% |
| YTD | +7.9% | -37.9% | +45.8% | +14.4% |
| 1Y | +21.2% | -33.9% | +55.1% | +25.6% |
| 3Y | +105.8% | -40.9% | +146.7% | +105.3% |
| 5Y | +43.7% | +2.1% | +41.6% | +13.9% |
| All | +119.3% | -26.4% | +145.7% | +30.1% |
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