+33.9%
TER vs LBRT
-25.2%
+59.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +8.1% | +4.6% | +8.8% |
| 7D | -5.8% | -11.9% | +6.2% | +0.1% |
| 30D | -38.9% | -31.9% | -7.0% | -27.8% |
| 3M | -35.1% | -34.9% | -0.3% | -21.6% |
| 6M | -31.6% | -60.7% | +29.1% | -4.2% |
| YTD | +27.2% | -29.2% | +56.5% | +39.5% |
| All | +33.9% | -25.2% | +59.1% | +40.6% |
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