-56.8%
W vs LBRT
+25.3%
-82.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.7% | -2.6% |
| 7D | -1.7% | +13.8% | -15.5% | -4.8% |
| 30D | +3.2% | -32.4% | +35.6% | +12.4% |
| 3M | +8.3% | -39.9% | +48.2% | +20.7% |
| 6M | +84.3% | -60.8% | +145.1% | +126.4% |
| YTD | +11.0% | -29.3% | +40.3% | +11.2% |
| 1Y | -0.2% | -18.9% | +18.7% | -4.9% |
| 3Y | +157.9% | -28.0% | +185.9% | +139.6% |
| 5Y | -56.8% | +26.6% | -83.4% | -64.5% |
| All | -56.8% | +25.3% | -82.1% | -64.5% |
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