+134.8%
RF vs LBRT
+33.5%
+101.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +1.3% | +8.3% | -6.9% | -0.8% |
| 30D | -3.6% | +6.1% | -9.7% | -5.4% |
| 3M | +8.1% | -34.8% | +42.8% | +18.5% |
| 6M | +11.5% | -24.8% | +36.3% | +16.3% |
| YTD | +15.6% | +12.2% | +3.3% | +6.8% |
| 1Y | +15.7% | +94.0% | -78.3% | -10.9% |
| 3Y | +86.9% | +31.3% | +55.6% | +52.4% |
| 5Y | +89.8% | +111.8% | -22.0% | +24.8% |
| All | +134.8% | +33.5% | +101.4% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling