+107.7%
T vs LBRT
+26.0%
+81.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | -1.3% | +8.7% | -10.0% | -1.3% |
| 30D | +11.4% | +6.6% | +4.8% | +11.3% |
| 3M | +14.3% | -34.5% | +48.8% | +15.0% |
| 6M | -9.3% | -24.5% | +15.2% | -8.9% |
| YTD | +7.1% | +12.7% | -5.6% | +6.7% |
| 1Y | -9.1% | +94.8% | -103.9% | -11.1% |
| All | +107.7% | +26.0% | +81.8% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling