-44.7%
S vs LBRT
-2.8%
-41.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +8.1% | -0.1% | +7.0% |
| 7D | +1.6% | -11.9% | +13.5% | +3.0% |
| 30D | -10.5% | -31.9% | +21.5% | -6.4% |
| 3M | +9.9% | -34.9% | +44.8% | +15.0% |
| 6M | +41.8% | -60.7% | +102.4% | +57.0% |
| YTD | +56.8% | -29.2% | +86.0% | +58.3% |
| 1Y | +39.0% | -23.6% | +62.6% | +38.6% |
| 3Y | +53.8% | -26.8% | +80.7% | +46.5% |
| 5Y | -68.6% | +16.3% | -84.9% | -72.3% |
| All | -44.7% | -2.8% | -41.9% | -53.3% |
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 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