+238.5%
TER vs LBRT
+25.4%
+213.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.2% |
| 7D | +0.6% | +8.3% | -7.6% | -1.9% |
| 30D | -8.3% | +6.1% | -14.4% | -10.1% |
| 3M | -12.2% | -34.8% | +22.5% | -1.0% |
| 6M | +17.1% | -24.8% | +41.9% | +25.0% |
| YTD | +84.7% | +12.2% | +72.4% | +73.8% |
| 1Y | +199.9% | +94.0% | +105.9% | +141.3% |
| All | +238.5% | +25.4% | +213.1% | +203.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling