+73.2%
SPY vs LBRT
+25.3%
+47.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +3.3% | +13.8% | -10.5% | +1.7% |
| 30D | -2.7% | -32.4% | +29.7% | +1.4% |
| 3M | -1.7% | -39.9% | +38.1% | +3.6% |
| 6M | +3.1% | -60.8% | +63.9% | +13.7% |
| YTD | +11.9% | -29.3% | +41.2% | +13.2% |
| 1Y | +12.0% | -18.9% | +30.9% | +11.1% |
| 3Y | +78.2% | -28.0% | +106.2% | +72.1% |
| 5Y | +73.2% | +26.6% | +46.7% | +52.4% |
| All | +73.2% | +25.3% | +47.9% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling