+30.6%
W vs LBRT
-16.2%
+46.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.7% | -2.6% |
| 7D | -1.7% | +13.8% | -15.5% | -4.3% |
| 30D | +3.2% | -32.4% | +35.6% | +11.0% |
| 3M | +8.3% | -39.9% | +48.2% | +18.6% |
| 6M | +84.3% | -60.8% | +145.1% | +118.0% |
| YTD | +11.0% | -29.3% | +40.3% | +13.1% |
| 1Y | -0.2% | -18.9% | +18.7% | -1.9% |
| 3Y | +157.9% | -28.0% | +185.9% | +151.3% |
| 5Y | -56.8% | +26.6% | -83.4% | -63.3% |
| All | +30.6% | -16.2% | +46.8% | -15.8% |
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