+40.6%
S vs LBRT
-38.0%
+78.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.7% | +1.1% |
| 7D | -13.4% | -29.1% | +15.7% | -10.6% |
| 30D | -14.0% | -38.4% | +24.4% | -10.2% |
| 3M | +4.9% | -40.1% | +44.9% | +9.3% |
| 6M | +42.0% | -62.9% | +104.9% | +54.5% |
| YTD | +45.1% | -34.5% | +79.7% | +46.3% |
| 1Y | +33.1% | -30.2% | +63.3% | +32.7% |
| 3Y | +40.6% | -37.5% | +78.1% | +38.1% |
| All | +40.6% | -38.0% | +78.6% | +38.1% |
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