+46.6%
LBRT vs BOXX
+18.4%
+28.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -2.9% | +0.3% | -3.2% | -3.0% |
| 3M | -26.1% | +1.0% | -27.1% | -26.3% |
| 6M | -26.2% | +1.9% | -28.1% | -26.3% |
| YTD | +13.7% | +2.6% | +11.0% | +14.7% |
| 1Y | +93.6% | +4.0% | +89.6% | +101.9% |
| 3Y | +23.2% | +14.6% | +8.6% | +95.7% |
| All | +46.6% | +18.4% | +28.1% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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