+210.1%
SPY vs LBRT
-19.0%
+229.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | 0.0% |
| 7D | -0.6% | -15.7% | +15.1% | +1.2% |
| 30D | -3.7% | -34.3% | +30.6% | +0.7% |
| 3M | -2.7% | -40.6% | +37.9% | +2.7% |
| 6M | +2.2% | -62.0% | +64.2% | +12.9% |
| YTD | +10.8% | -31.6% | +42.5% | +13.1% |
| 1Y | +11.2% | -25.8% | +37.0% | +12.2% |
| 3Y | +76.5% | -30.4% | +106.9% | +73.6% |
| 5Y | +72.9% | +18.7% | +54.3% | +55.2% |
| All | +210.1% | -19.0% | +229.2% | +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