+36.9%
W vs LBRT
-16.2%
+53.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.1% | -3.5% | +2.9% |
| 7D | +3.3% | -11.9% | +15.2% | +5.5% |
| 30D | +10.5% | -31.9% | +42.5% | +18.6% |
| 3M | +9.6% | -34.9% | +44.5% | +17.9% |
| 6M | +76.4% | -60.7% | +137.0% | +108.3% |
| YTD | +16.4% | -29.2% | +45.6% | +18.6% |
| 1Y | +9.3% | -23.6% | +33.0% | +8.9% |
| 3Y | +172.8% | -26.8% | +199.6% | +164.9% |
| 5Y | -53.4% | +16.3% | -69.7% | -59.8% |
| All | +36.9% | -16.2% | +53.0% | -11.8% |
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