+67.7%
T vs LBRT
+114.2%
-46.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -3.0% | -2.0% |
| 7D | -1.3% | +8.3% | -9.5% | -1.6% |
| 30D | +11.4% | +6.1% | +5.2% | +11.0% |
| 3M | +14.3% | -34.8% | +49.0% | +16.4% |
| 6M | -9.3% | -24.8% | +15.6% | -8.4% |
| YTD | +7.1% | +12.2% | -5.1% | +5.6% |
| 1Y | -9.1% | +94.0% | -103.1% | -14.0% |
| 3Y | +105.3% | +31.3% | +74.1% | +95.0% |
| All | +67.7% | +114.2% | -46.5% | +47.3% |
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