+55.7%
LBRT vs BOXX
+18.4%
+37.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +10.2% | +0.1% | +10.1% | +10.2% |
| 30D | +4.9% | +0.3% | +4.6% | +4.8% |
| 3M | -21.2% | +1.0% | -22.2% | -21.4% |
| 6M | -19.9% | +1.9% | -21.9% | -20.1% |
| YTD | +20.8% | +2.6% | +18.1% | +21.9% |
| 1Y | +123.5% | +4.0% | +119.5% | +133.3% |
| 3Y | +30.9% | +14.6% | +16.3% | +107.9% |
| All | +55.7% | +18.4% | +37.3% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling