-39.0%
U vs LBRT
+131.0%
-170.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -3.8% | +8.7% | -12.5% | -5.0% |
| 30D | +17.5% | +6.6% | +10.8% | +16.1% |
| 3M | +38.7% | -34.5% | +73.2% | +46.4% |
| 6M | +104.4% | -24.5% | +128.9% | +109.2% |
| YTD | -5.7% | +12.7% | -18.4% | -10.3% |
| 1Y | +3.7% | +94.8% | -91.2% | -10.6% |
| 3Y | +12.3% | +31.9% | -19.5% | +1.2% |
| 5Y | -68.8% | +111.8% | -180.6% | -71.9% |
| All | -39.0% | +131.0% | -170.0% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling