-44.9%
S vs LBRT
-6.1%
-38.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.1% |
| 7D | +1.4% | -15.7% | +17.0% | +3.4% |
| 30D | -10.8% | -34.3% | +23.5% | -6.3% |
| 3M | +5.4% | -40.6% | +46.0% | +11.6% |
| 6M | +41.2% | -62.0% | +103.2% | +57.1% |
| YTD | +56.2% | -31.6% | +87.8% | +58.4% |
| 1Y | +36.3% | -25.8% | +62.1% | +36.4% |
| 3Y | +49.4% | -30.4% | +79.8% | +43.3% |
| 5Y | -66.9% | +18.7% | -85.5% | -70.6% |
| All | -44.9% | -6.1% | -38.8% | -53.2% |
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