+273.6%
V vs LBRT
-16.2%
+289.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.1% | -1.0% |
| 7D | -0.4% | +13.8% | -14.2% | -1.9% |
| 30D | +6.3% | -32.4% | +38.7% | +10.4% |
| 3M | +17.2% | -39.9% | +57.0% | +23.0% |
| 6M | +29.2% | -60.8% | +90.1% | +41.7% |
| YTD | +20.8% | -29.3% | +50.1% | +21.9% |
| 1Y | +25.0% | -18.9% | +43.9% | +23.7% |
| 3Y | +75.3% | -28.0% | +103.3% | +69.7% |
| 5Y | +105.8% | +26.6% | +79.3% | +78.2% |
| All | +273.6% | -16.2% | +289.9% | +174.0% |
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