-53.2%
S vs LBRT
+54.8%
-108.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -7.7% | +8.3% | -16.0% | -8.7% |
| 30D | -5.3% | +6.1% | -11.5% | -6.1% |
| 3M | +20.3% | -34.8% | +55.0% | +26.0% |
| 6M | +47.4% | -24.8% | +72.2% | +50.8% |
| YTD | +32.5% | +12.2% | +20.3% | +27.3% |
| 1Y | +9.5% | +94.0% | -84.5% | -4.5% |
| 3Y | +15.5% | +31.3% | -15.8% | +2.2% |
| 5Y | -71.2% | +111.8% | -183.0% | -74.8% |
| All | -53.2% | +54.8% | -108.1% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling