+232.8%
V vs LBRT
+33.5%
+199.3%
-36.4%
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% | -1.1% |
| 7D | -1.7% | +8.7% | -10.4% | -2.7% |
| 30D | +2.0% | +6.6% | -4.6% | +1.0% |
| 3M | +17.4% | -34.5% | +51.8% | +22.3% |
| 6M | +17.5% | -24.5% | +42.0% | +19.8% |
| YTD | +7.6% | +12.7% | -5.1% | +3.8% |
| 1Y | +7.7% | +94.8% | -87.1% | -4.4% |
| 3Y | +54.7% | +31.9% | +22.8% | +40.1% |
| 5Y | +73.0% | +111.8% | -38.8% | +41.7% |
| All | +232.8% | +33.5% | +199.3% | +133.2% |
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