+43.2%
TER vs LBRT
-25.0%
+68.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -11.2% | +4.4% | -1.9% |
| 7D | -19.9% | -25.3% | +5.5% | -9.2% |
| 30D | -43.5% | -32.9% | -10.7% | -33.2% |
| 3M | -37.8% | -33.3% | -4.5% | -25.8% |
| 6M | -25.6% | -61.0% | +35.4% | +4.0% |
| YTD | +29.8% | -28.0% | +57.8% | +39.6% |
| 1Y | +43.2% | -21.5% | +64.7% | +45.3% |
| All | +43.2% | -25.0% | +68.2% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling