+38.4%
S vs LBRT
-41.2%
+79.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -13.7% | +4.9% | -7.4% |
| 7D | -16.7% | -34.8% | +18.1% | -13.2% |
| 30D | -17.0% | -43.6% | +26.6% | -12.6% |
| 3M | +2.0% | -41.2% | +43.2% | +6.6% |
| 6M | +35.1% | -66.1% | +101.1% | +48.3% |
| YTD | +42.8% | -37.9% | +80.7% | +44.7% |
| 1Y | +27.7% | -33.9% | +61.6% | +28.1% |
| All | +38.4% | -41.2% | +79.5% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling