+34.6%
LBRT vs EQNR
+235.1%
-200.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.6% |
| 7D | +2.3% | +5.7% | -3.4% | -2.9% |
| 30D | -2.9% | +11.3% | -14.2% | -12.3% |
| 3M | -26.1% | +21.5% | -47.6% | -40.2% |
| 6M | -26.2% | +41.8% | -68.0% | -49.7% |
| YTD | +13.7% | +97.3% | -83.7% | -45.5% |
| 1Y | +93.6% | +89.9% | +3.7% | -4.5% |
| 3Y | +23.2% | +76.9% | -53.6% | -36.3% |
| 5Y | +125.5% | +189.2% | -63.7% | -35.4% |
| All | +34.6% | +235.1% | -200.5% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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