+202.8%
TER vs LBRT
+115.1%
+87.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +5.1% |
| 7D | +0.6% | +8.7% | -8.1% | -1.6% |
| 30D | -8.3% | +6.6% | -14.9% | -9.8% |
| 3M | -12.2% | -34.5% | +22.3% | -3.1% |
| 6M | +17.1% | -24.5% | +41.6% | +23.7% |
| YTD | +84.7% | +12.7% | +71.9% | +76.3% |
| 1Y | +199.9% | +94.8% | +105.1% | +151.7% |
| 3Y | +232.8% | +31.9% | +200.9% | +192.3% |
| All | +202.8% | +115.1% | +87.7% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling