-53.4%
W vs LBRT
+16.1%
-69.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.1% | -3.5% | +2.6% |
| 7D | +3.3% | -11.9% | +15.2% | +5.9% |
| 30D | +10.5% | -31.9% | +42.5% | +20.1% |
| 3M | +9.6% | -34.9% | +44.5% | +19.4% |
| 6M | +76.4% | -60.7% | +137.0% | +116.3% |
| YTD | +16.4% | -29.2% | +45.6% | +16.6% |
| 1Y | +9.3% | -23.6% | +33.0% | +6.1% |
| 3Y | +172.8% | -26.8% | +199.6% | +152.4% |
| 5Y | -53.4% | +16.3% | -69.7% | -61.0% |
| All | -53.4% | +16.1% | -69.5% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling