+192.8%
SLV vs LBRT
-22.5%
+215.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.5% |
| 7D | +5.1% | -29.1% | +34.2% | +7.3% |
| 30D | -12.9% | -38.4% | +25.5% | -10.3% |
| 3M | -16.1% | -40.1% | +24.0% | -13.4% |
| 6M | -33.2% | -62.9% | +29.7% | -29.0% |
| YTD | -27.2% | -34.5% | +7.3% | -26.0% |
| 1Y | +7.6% | -30.2% | +37.8% | +8.9% |
| 3Y | +122.3% | -37.5% | +159.8% | +123.0% |
| 5Y | +109.7% | +7.6% | +102.1% | +100.8% |
| All | +192.8% | -22.5% | +215.2% | +159.1% |
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 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