+411.6%
TER vs LBRT
-22.5%
+434.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.8% | +1.4% |
| 7D | -20.5% | -29.1% | +8.7% | -14.3% |
| 30D | -47.0% | -38.4% | -8.6% | -41.1% |
| 3M | -43.3% | -40.1% | -3.2% | -36.5% |
| 6M | -42.9% | -62.9% | +20.0% | -30.0% |
| YTD | +12.9% | -34.5% | +47.4% | +22.8% |
| 1Y | +18.2% | -30.2% | +48.4% | +26.9% |
| 3Y | +151.8% | -37.5% | +189.2% | +166.0% |
| 5Y | +54.2% | +7.6% | +46.6% | +44.0% |
| All | +411.6% | -22.5% | +434.1% | +303.1% |
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