-30.2%
LBRT vs BURL
-7.8%
-22.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +5.2% |
| 7D | -29.1% | +4.1% | -33.2% | -28.7% |
| 30D | -38.4% | -9.5% | -28.9% | -38.3% |
| 3M | -40.1% | -33.5% | -6.5% | -39.6% |
| 6M | -62.9% | -22.1% | -40.8% | -62.5% |
| YTD | -34.5% | -14.6% | -20.0% | -34.6% |
| 1Y | -30.2% | -8.4% | -21.8% | -29.7% |
| All | -30.2% | -7.8% | -22.4% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling