+42.1%
RF vs LBRT
+6.0%
+36.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.7% | -1.4% |
| 7D | -0.9% | -29.1% | +28.2% | +5.1% |
| 30D | +6.0% | -38.4% | +44.4% | +15.3% |
| 3M | -8.9% | -40.1% | +31.2% | -0.8% |
| 6M | +2.3% | -62.9% | +65.2% | +21.4% |
| YTD | +7.6% | -34.5% | +42.1% | +10.1% |
| 1Y | +21.2% | -30.2% | +51.4% | +21.6% |
| 3Y | +108.5% | -37.5% | +146.0% | +102.6% |
| All | +42.1% | +6.0% | +36.1% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling