+188.2%
TEAM vs LBRT
-15.3%
+203.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -2.4% | +9.2% | -11.6% | -3.0% |
| 30D | -26.7% | -27.5% | +0.8% | -25.3% |
| 3M | -9.6% | -37.9% | +28.3% | -7.2% |
| 6M | +86.0% | -60.7% | +146.8% | +96.5% |
| YTD | -7.5% | -28.5% | +21.0% | -7.9% |
| 1Y | -1.4% | -13.2% | +11.9% | -3.6% |
| 3Y | -14.3% | -28.8% | +14.5% | -16.6% |
| 5Y | -66.3% | +28.0% | -94.3% | -68.5% |
| All | +188.2% | -15.3% | +203.6% | +161.9% |
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 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