+398.8%
TER vs LBRT
-26.4%
+425.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -13.7% | -1.6% | -12.3% |
| 7D | -28.2% | -34.8% | +6.6% | -21.1% |
| 30D | -50.6% | -43.6% | -7.0% | -44.0% |
| 3M | -45.3% | -41.2% | -4.1% | -38.6% |
| 6M | -40.4% | -66.1% | +25.7% | -25.6% |
| YTD | +10.0% | -37.9% | +47.9% | +21.1% |
| 1Y | +13.6% | -33.9% | +47.5% | +23.5% |
| 3Y | +145.2% | -40.9% | +186.1% | +162.2% |
| 5Y | +50.4% | +2.1% | +48.2% | +42.0% |
| All | +398.8% | -26.4% | +425.2% | +297.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling