-26.4%
LBRT vs BURL
+105.2%
-131.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.9% | -10.7% | -12.8% |
| 7D | -34.8% | +3.5% | -38.3% | -35.7% |
| 30D | -43.6% | -9.3% | -34.3% | -42.1% |
| 3M | -41.2% | -32.1% | -9.1% | -34.3% |
| 6M | -66.1% | -19.8% | -46.3% | -64.4% |
| YTD | -37.9% | -13.2% | -24.7% | -37.1% |
| 1Y | -33.9% | -7.8% | -26.0% | -35.1% |
| 3Y | -40.9% | +89.3% | -130.2% | -56.5% |
| 5Y | +2.1% | -15.8% | +17.9% | -2.0% |
| All | -26.4% | +105.2% | -131.6% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling