-14.8%
LBRT vs BURL
+111.4%
-126.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +7.7% | -18.9% | -13.6% |
| 7D | -25.3% | +10.4% | -35.7% | -28.0% |
| 30D | -32.9% | -4.9% | -27.9% | -32.3% |
| 3M | -33.3% | -29.8% | -3.6% | -26.3% |
| 6M | -61.0% | -16.5% | -44.5% | -59.6% |
| YTD | -28.0% | -10.5% | -17.5% | -27.9% |
| 1Y | -21.5% | -5.3% | -16.2% | -23.7% |
| 3Y | -31.5% | +95.1% | -126.5% | -50.1% |
| 5Y | +12.3% | -12.1% | +24.4% | +5.9% |
| All | -14.8% | +111.4% | -126.2% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling