+518.3%
TER vs LBRT
-16.2%
+534.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +24.0% | +13.8% | +10.1% | +20.7% |
| 30D | -30.6% | -32.4% | +1.7% | -24.3% |
| 3M | -34.5% | -39.9% | +5.4% | -26.7% |
| 6M | -26.4% | -60.8% | +34.5% | -10.7% |
| YTD | +36.4% | -29.3% | +65.7% | +46.1% |
| 1Y | +47.4% | -18.9% | +66.3% | +53.8% |
| 3Y | +202.6% | -28.0% | +230.5% | +211.4% |
| 5Y | +83.9% | +26.6% | +57.3% | +66.8% |
| All | +518.3% | -16.2% | +534.6% | +379.7% |
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