+43.0%
LBRT vs BR
+110.0%
-67.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +10.2% | -5.0% | +15.2% | +12.6% |
| 30D | +4.9% | -2.5% | +7.3% | +5.5% |
| 3M | -21.2% | +13.5% | -34.7% | -26.9% |
| 6M | -19.9% | -9.4% | -10.5% | -17.4% |
| YTD | +20.8% | -23.3% | +44.1% | +34.8% |
| 1Y | +123.5% | -31.6% | +155.1% | +165.7% |
| 3Y | +30.9% | -5.1% | +36.0% | +26.8% |
| 5Y | +136.3% | +8.2% | +128.1% | +106.3% |
| All | +43.0% | +110.0% | -67.0% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling