+128.3%
LBRT vs BR
+9.8%
+118.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +4.6% |
| 7D | +6.9% | -5.9% | +12.9% | +8.5% |
| 30D | +7.8% | +1.9% | +5.9% | +6.9% |
| 3M | -25.3% | +14.7% | -39.9% | -28.6% |
| 6M | -19.6% | -12.8% | -6.8% | -15.8% |
| YTD | +17.2% | -23.0% | +40.2% | +28.6% |
| 1Y | +114.1% | -31.7% | +145.8% | +148.2% |
| 3Y | +27.0% | -4.8% | +31.8% | +25.5% |
| 5Y | +128.3% | +7.8% | +120.5% | +112.9% |
| All | +128.3% | +9.8% | +118.5% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling