+195.3%
TEAM vs LBRT
-22.5%
+217.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +5.4% | -21.5% | -16.5% |
| 7D | -19.8% | -29.1% | +9.3% | -18.2% |
| 30D | -21.5% | -38.4% | +16.9% | -19.2% |
| 3M | +39.5% | -40.1% | +79.5% | +43.5% |
| 6M | +73.1% | -62.9% | +136.0% | +83.4% |
| YTD | -5.2% | -34.5% | +29.3% | -5.0% |
| 1Y | -1.6% | -30.2% | +28.6% | -2.1% |
| 3Y | -11.4% | -37.5% | +26.0% | -13.1% |
| 5Y | -65.1% | +7.6% | -72.7% | -67.0% |
| All | +195.3% | -22.5% | +217.8% | +169.9% |
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 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