-72.0%
S vs LBRT
+115.1%
-187.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -7.7% | +8.7% | -16.4% | -8.8% |
| 30D | -5.3% | +6.6% | -11.9% | -6.3% |
| 3M | +20.3% | -34.5% | +54.7% | +26.5% |
| 6M | +47.4% | -24.5% | +71.9% | +50.9% |
| YTD | +32.5% | +12.7% | +19.8% | +26.7% |
| 1Y | +9.5% | +94.8% | -85.3% | -5.8% |
| 3Y | +15.5% | +31.9% | -16.3% | +0.7% |
| All | -72.0% | +115.1% | -187.1% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling