+190.3%
SLV vs LBRT
-19.0%
+209.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -3.2% |
| 7D | +3.7% | -15.7% | +19.3% | +4.7% |
| 30D | -15.2% | -34.3% | +19.1% | -12.9% |
| 3M | -21.8% | -40.6% | +18.9% | -19.2% |
| 6M | -36.3% | -62.0% | +25.7% | -32.5% |
| YTD | -27.8% | -31.6% | +3.8% | -26.8% |
| 1Y | +1.5% | -25.8% | +27.3% | +2.3% |
| 3Y | +128.5% | -30.4% | +158.9% | +127.6% |
| 5Y | +103.2% | +18.7% | +84.6% | +93.4% |
| All | +190.3% | -19.0% | +209.4% | +156.2% |
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