-63.1%
W vs LBRT
+114.2%
-177.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.3% |
| 7D | -4.2% | +8.3% | -12.4% | -6.2% |
| 30D | -7.6% | +6.1% | -13.7% | -9.4% |
| 3M | +37.2% | -34.8% | +71.9% | +50.7% |
| 6M | +26.3% | -24.8% | +51.2% | +30.7% |
| YTD | -1.0% | +12.2% | -13.2% | -9.9% |
| 1Y | +20.1% | +94.0% | -73.9% | -11.7% |
| 3Y | +37.8% | +31.3% | +6.5% | +11.8% |
| All | -63.1% | +114.2% | -177.3% | -73.4% |
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