+48.8%
T vs LBRT
-16.4%
+65.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +1.2% |
| 7D | +2.0% | -1.9% | +3.9% | +2.0% |
| 30D | -1.0% | -32.0% | +31.0% | +1.5% |
| 3M | -8.1% | -39.7% | +31.6% | -5.0% |
| 6M | -8.3% | -61.1% | +52.8% | -2.2% |
| YTD | -6.1% | -29.4% | +23.3% | -5.4% |
| 1Y | -7.4% | -24.5% | +17.1% | -7.4% |
| 3Y | +65.4% | -28.1% | +93.5% | +61.6% |
| 5Y | +57.6% | +23.9% | +33.8% | +41.6% |
| All | +48.8% | -16.4% | +65.1% | +19.0% |
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