+118.5%
RF vs LBRT
-22.5%
+141.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.7% | -1.7% |
| 7D | -0.9% | -29.1% | +28.2% | +7.3% |
| 30D | +6.0% | -38.4% | +44.4% | +18.5% |
| 3M | -8.9% | -40.1% | +31.2% | +2.0% |
| 6M | +2.3% | -62.9% | +65.2% | +27.5% |
| YTD | +7.6% | -34.5% | +42.1% | +12.4% |
| 1Y | +21.2% | -30.2% | +51.4% | +23.7% |
| 3Y | +108.5% | -37.5% | +146.0% | +104.9% |
| 5Y | +43.2% | +7.6% | +35.6% | +11.9% |
| All | +118.5% | -22.5% | +141.0% | +27.8% |
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