+211.3%
SPY vs LBRT
-16.2%
+227.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.1% | -5.7% | +1.4% |
| 7D | +0.1% | -11.9% | +12.0% | +1.4% |
| 30D | -3.3% | -31.9% | +28.6% | +0.7% |
| 3M | -2.4% | -34.9% | +32.4% | +1.9% |
| 6M | +2.6% | -60.7% | +63.2% | +12.9% |
| YTD | +11.2% | -29.2% | +40.5% | +13.1% |
| 1Y | +13.4% | -23.6% | +37.0% | +14.0% |
| 3Y | +79.9% | -26.8% | +106.7% | +76.0% |
| 5Y | +72.2% | +16.3% | +55.9% | +54.8% |
| All | +211.3% | -16.2% | +227.5% | +144.6% |
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