+86.4%
U vs LBRT
-30.4%
+116.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.5% |
| 7D | +24.4% | -15.7% | +40.0% | +27.3% |
| 30D | +7.4% | -34.3% | +41.6% | +15.2% |
| 3M | +16.8% | -40.6% | +57.4% | +27.5% |
| 6M | +78.8% | -62.0% | +140.8% | +112.2% |
| YTD | +14.0% | -31.6% | +45.6% | +13.0% |
| 1Y | +16.7% | -25.8% | +42.5% | +12.9% |
| 3Y | +86.4% | -30.4% | +116.8% | +75.9% |
| All | +86.4% | -30.4% | +116.8% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling