+21.6%
LBRT vs BURL
+63.9%
-42.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.4% |
| 7D | +8.3% | -2.8% | +11.0% | +8.9% |
| 30D | +6.1% | -28.2% | +34.3% | +14.3% |
| 3M | -34.8% | -17.6% | -17.2% | -32.1% |
| 6M | -24.8% | -11.8% | -13.1% | -24.0% |
| YTD | +12.2% | -8.1% | +20.4% | +12.1% |
| 1Y | +94.0% | -12.0% | +105.9% | +94.8% |
| All | +21.6% | +63.9% | -42.3% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling