+48.2%
T vs LBRT
-15.3%
+63.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +2.5% | +9.2% | -6.7% | +1.8% |
| 30D | -3.8% | -27.5% | +23.8% | -1.8% |
| 3M | -8.7% | -37.9% | +29.1% | -5.9% |
| 6M | -8.1% | -60.7% | +52.6% | -2.1% |
| YTD | -6.4% | -28.5% | +22.1% | -5.8% |
| 1Y | -9.8% | -13.2% | +3.5% | -10.8% |
| 3Y | +65.5% | -28.8% | +94.3% | +61.8% |
| 5Y | +57.0% | +28.0% | +29.0% | +40.5% |
| All | +48.2% | -15.3% | +63.6% | +18.4% |
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 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