+33.5%
LBRT vs BURL
+117.1%
-83.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.6% |
| 7D | +8.7% | -2.8% | +11.5% | +9.6% |
| 30D | +6.6% | -28.2% | +34.8% | +18.3% |
| 3M | -34.5% | -17.6% | -16.9% | -30.6% |
| 6M | -24.5% | -11.8% | -12.7% | -23.1% |
| YTD | +12.7% | -8.1% | +20.9% | +13.3% |
| 1Y | +94.8% | -12.0% | +106.8% | +96.9% |
| 3Y | +31.9% | +63.3% | -31.4% | +3.2% |
| 5Y | +111.8% | -10.8% | +122.6% | +101.6% |
| All | +33.5% | +117.1% | -83.6% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded BURL 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling