+30.9%
W vs LBRT
-22.5%
+53.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -2.6% |
| 7D | -3.6% | -29.1% | +25.5% | +2.9% |
| 30D | +7.0% | -38.4% | +45.3% | +17.2% |
| 3M | +7.4% | -40.1% | +47.4% | +17.5% |
| 6M | +69.3% | -62.9% | +132.2% | +102.3% |
| YTD | +11.3% | -34.5% | +45.8% | +15.2% |
| 1Y | +13.2% | -30.2% | +43.4% | +14.9% |
| 3Y | +142.0% | -37.5% | +179.5% | +142.6% |
| 5Y | -54.6% | +7.6% | -62.2% | -60.3% |
| All | +30.9% | -22.5% | +53.3% | -14.3% |
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 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