-14.9%
TLT vs LBRT
+33.5%
-48.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.2% |
| 7D | -0.4% | +8.3% | -8.7% | -0.1% |
| 30D | -0.6% | +6.1% | -6.7% | -0.3% |
| 3M | -2.7% | -34.8% | +32.0% | -4.2% |
| 6M | -5.6% | -24.8% | +19.2% | -6.3% |
| YTD | -2.8% | +12.2% | -15.0% | -1.8% |
| 1Y | -1.4% | +94.0% | -95.4% | +2.3% |
| 3Y | -1.6% | +31.3% | -32.9% | +1.4% |
| 5Y | -33.8% | +111.8% | -145.6% | -28.9% |
| All | -14.9% | +33.5% | -48.4% | -6.7% |
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 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