+275.0%
V vs LBRT
-26.4%
+301.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.7% | +10.5% | -1.7% |
| 7D | +2.9% | -34.8% | +37.7% | +7.6% |
| 30D | +14.0% | -43.6% | +57.6% | +21.0% |
| 3M | +14.9% | -41.2% | +56.1% | +20.9% |
| 6M | +31.7% | -66.1% | +97.8% | +46.8% |
| YTD | +21.2% | -37.9% | +59.1% | +24.2% |
| 1Y | +25.3% | -33.9% | +59.2% | +27.0% |
| 3Y | +77.5% | -40.9% | +118.3% | +76.0% |
| 5Y | +102.6% | +2.1% | +100.5% | +80.1% |
| All | +275.0% | -26.4% | +301.4% | +179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling