+485.0%
TER vs LBRT
-15.3%
+500.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.6% |
| 7D | +14.4% | +9.2% | +5.2% | +12.3% |
| 30D | -30.6% | -27.5% | -3.0% | -25.4% |
| 3M | -39.2% | -37.9% | -1.3% | -32.4% |
| 6M | -31.3% | -60.7% | +29.4% | -16.8% |
| YTD | +29.1% | -28.5% | +57.6% | +37.9% |
| 1Y | +47.4% | -13.2% | +60.6% | +51.8% |
| 3Y | +191.2% | -28.8% | +220.0% | +200.1% |
| 5Y | +74.0% | +28.0% | +46.0% | +57.4% |
| All | +485.0% | -15.3% | +500.4% | +352.8% |
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