+217.7%
SPY vs LBRT
+33.5%
+184.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +0.1% | +8.3% | -8.1% | -0.8% |
| 30D | +0.1% | +6.1% | -6.1% | -0.8% |
| 3M | +2.0% | -34.8% | +36.8% | +6.5% |
| 6M | +13.0% | -24.8% | +37.8% | +15.5% |
| YTD | +13.5% | +12.2% | +1.3% | +10.0% |
| 1Y | +20.0% | +94.0% | -74.0% | +7.6% |
| 3Y | +77.2% | +31.3% | +45.9% | +62.4% |
| 5Y | +81.9% | +111.8% | -29.9% | +52.7% |
| All | +217.7% | +33.5% | +184.3% | +137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling