+71.7%
TER vs LBRT
+28.1%
+43.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | +14.4% | +9.2% | +5.2% | +11.4% |
| 30D | -30.6% | -27.5% | -3.0% | -23.4% |
| 3M | -39.2% | -37.9% | -1.3% | -29.7% |
| 6M | -31.3% | -60.7% | +29.4% | -11.1% |
| YTD | +29.1% | -28.5% | +57.6% | +40.9% |
| 1Y | +47.4% | -13.2% | +60.6% | +53.1% |
| 3Y | +191.2% | -28.8% | +220.0% | +200.5% |
| All | +71.7% | +28.1% | +43.6% | +50.6% |
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 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