+476.7%
TER vs LBRT
-16.2%
+492.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +8.1% | +4.6% | +10.9% |
| 7D | -5.8% | -11.9% | +6.2% | -2.8% |
| 30D | -38.9% | -31.9% | -7.0% | -33.5% |
| 3M | -35.1% | -34.9% | -0.3% | -28.6% |
| 6M | -31.6% | -60.7% | +29.1% | -17.1% |
| YTD | +27.2% | -29.2% | +56.5% | +36.2% |
| 1Y | +35.2% | -23.6% | +58.8% | +42.6% |
| 3Y | +192.8% | -26.8% | +219.6% | +200.5% |
| 5Y | +72.4% | +16.3% | +56.1% | +58.4% |
| All | +476.7% | -16.2% | +492.9% | +347.3% |
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 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