-22.5%
LBRT vs ES
+56.2%
-78.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.9% | +8.3% | +6.1% |
| 7D | -29.1% | +1.9% | -31.0% | -29.7% |
| 30D | -38.4% | +7.1% | -45.4% | -39.7% |
| 3M | -40.1% | -1.9% | -38.1% | -40.1% |
| 6M | -62.9% | +4.4% | -67.2% | -63.7% |
| YTD | -34.5% | +7.3% | -41.8% | -36.8% |
| 1Y | -30.2% | +2.1% | -32.3% | -31.9% |
| 3Y | -37.5% | +41.8% | -79.3% | -45.4% |
| 5Y | +7.6% | +1.4% | +6.2% | +3.6% |
| All | -22.5% | +56.2% | -78.7% | -27.1% |
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