-16.2%
LBRT vs BUD
-15.0%
-1.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +13.8% | -1.6% | +15.4% | +14.7% |
| 30D | -32.4% | +6.7% | -39.0% | -35.7% |
| 3M | -39.9% | +5.9% | -45.8% | -42.9% |
| 6M | -60.8% | +5.1% | -65.9% | -62.7% |
| YTD | -29.3% | +32.9% | -62.1% | -42.2% |
| 1Y | -18.9% | +31.8% | -50.7% | -33.6% |
| 3Y | -28.0% | +47.4% | -75.4% | -47.4% |
| 5Y | +26.6% | +50.8% | -24.2% | -13.1% |
| All | -16.2% | -15.0% | -1.2% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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