-19.0%
LBRT vs BURL
+107.8%
-126.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.2% | -3.0% |
| 7D | -15.7% | +5.9% | -21.5% | -17.4% |
| 30D | -34.3% | -8.3% | -26.0% | -32.8% |
| 3M | -40.6% | -31.6% | -9.0% | -33.7% |
| 6M | -62.0% | -16.6% | -45.4% | -60.6% |
| YTD | -31.6% | -12.1% | -19.5% | -31.0% |
| 1Y | -25.8% | -10.0% | -15.8% | -26.4% |
| 3Y | -30.4% | +94.3% | -124.7% | -49.2% |
| 5Y | +18.7% | -13.2% | +31.9% | +12.4% |
| All | -19.0% | +107.8% | -126.8% | -51.6% |
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 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