+94.0%
LBRT vs ES
+16.6%
+77.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +8.3% | +0.3% | +8.0% | +8.3% |
| 30D | +6.1% | -2.0% | +8.1% | +6.0% |
| 3M | -34.8% | +1.7% | -36.4% | -34.9% |
| 6M | -24.8% | -3.5% | -21.3% | -25.1% |
| YTD | +12.2% | +7.9% | +4.3% | +11.2% |
| 1Y | +94.0% | +17.2% | +76.8% | +85.2% |
| All | +94.0% | +16.6% | +77.4% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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