+175.6%
SLV vs LBRT
-15.3%
+191.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | -5.8% | +9.2% | -15.0% | -6.4% |
| 30D | -12.1% | -27.5% | +15.4% | -10.5% |
| 3M | -24.1% | -37.9% | +13.8% | -21.9% |
| 6M | -44.4% | -60.7% | +16.3% | -41.2% |
| YTD | -31.5% | -28.5% | -3.0% | -30.7% |
| 1Y | -6.9% | -13.2% | +6.3% | -7.2% |
| 3Y | +116.0% | -28.8% | +144.8% | +114.8% |
| 5Y | +88.4% | +28.0% | +60.5% | +78.5% |
| All | +175.6% | -15.3% | +191.0% | +142.5% |
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 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