+44.5%
T vs LBRT
-22.5%
+67.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.2% | -1.3% |
| 7D | +1.0% | -29.1% | +30.2% | +3.5% |
| 30D | -10.6% | -38.4% | +27.8% | -7.6% |
| 3M | -7.7% | -40.1% | +32.3% | -4.6% |
| 6M | -13.3% | -62.9% | +49.6% | -7.2% |
| YTD | -8.8% | -34.5% | +25.8% | -7.5% |
| 1Y | -8.4% | -30.2% | +21.8% | -7.8% |
| 3Y | +59.6% | -37.5% | +97.1% | +57.8% |
| 5Y | +52.1% | +7.6% | +44.5% | +38.3% |
| All | +44.5% | -22.5% | +67.0% | +16.3% |
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 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