+171.0%
W vs LBRT
-27.1%
+198.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +0.2% | +9.2% | -9.0% | -1.9% |
| 30D | +6.8% | -27.5% | +34.3% | +14.1% |
| 3M | +10.7% | -37.9% | +48.6% | +22.1% |
| 6M | +86.3% | -60.7% | +147.1% | +129.9% |
| YTD | +11.5% | -28.5% | +40.0% | +8.6% |
| 1Y | +5.1% | -13.2% | +18.3% | -5.6% |
| 3Y | +171.0% | -28.8% | +199.8% | +161.0% |
| All | +171.0% | -27.1% | +198.1% | +161.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling