-19.0%
LBRT vs ES
+55.7%
-74.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -15.7% | +0.9% | -16.5% | -16.0% |
| 30D | -34.3% | +5.9% | -40.2% | -35.5% |
| 3M | -40.6% | -1.0% | -39.6% | -40.8% |
| 6M | -62.0% | +7.2% | -69.2% | -63.1% |
| YTD | -31.6% | +7.0% | -38.6% | -33.9% |
| 1Y | -25.8% | +0.5% | -26.2% | -27.3% |
| 3Y | -30.4% | +48.7% | -79.0% | -40.1% |
| 5Y | +18.7% | +1.9% | +16.7% | +14.1% |
| All | -19.0% | +55.7% | -74.8% | -23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling