+274.6%
V vs LBRT
-16.2%
+290.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.1% | -8.2% | -1.0% |
| 7D | -0.8% | -11.9% | +11.1% | +0.4% |
| 30D | +9.5% | -31.9% | +41.5% | +13.7% |
| 3M | +16.7% | -34.9% | +51.5% | +21.4% |
| 6M | +32.9% | -60.7% | +93.6% | +45.7% |
| YTD | +21.1% | -29.2% | +50.3% | +22.2% |
| 1Y | +26.6% | -23.6% | +50.3% | +26.3% |
| 3Y | +78.4% | -26.8% | +105.2% | +72.4% |
| 5Y | +105.5% | +16.3% | +89.1% | +79.9% |
| All | +274.6% | -16.2% | +290.8% | +174.7% |
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 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