+72.2%
V vs LBRT
+114.2%
-42.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | -1.7% | +8.3% | -10.0% | -2.4% |
| 30D | +2.0% | +6.1% | -4.2% | +1.3% |
| 3M | +17.4% | -34.8% | +52.1% | +21.5% |
| 6M | +17.5% | -24.8% | +42.3% | +19.3% |
| YTD | +7.6% | +12.2% | -4.6% | +4.1% |
| 1Y | +7.7% | +94.0% | -86.3% | -3.4% |
| 3Y | +54.7% | +31.3% | +23.4% | +40.5% |
| All | +72.2% | +114.2% | -42.0% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling