+177.1%
SLV vs LBRT
+25.4%
+151.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -0.3% | +8.3% | -8.6% | -1.0% |
| 30D | +6.7% | +6.1% | +0.6% | +6.1% |
| 3M | -10.7% | -34.8% | +24.1% | -8.0% |
| 6M | -20.6% | -24.8% | +4.2% | -19.4% |
| YTD | -7.1% | +12.2% | -19.4% | -9.2% |
| 1Y | +62.0% | +94.0% | -32.0% | +49.0% |
| All | +177.1% | +25.4% | +151.7% | +159.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling