-24.5%
LBRT vs ES
+1.2%
-25.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.8% |
| 7D | -1.9% | +0.1% | -2.0% | -1.7% |
| 30D | -32.0% | +6.7% | -38.8% | -30.2% |
| 3M | -39.7% | +0.3% | -40.0% | -38.9% |
| 6M | -61.1% | +7.4% | -68.5% | -60.2% |
| YTD | -29.4% | +8.4% | -37.8% | -27.8% |
| 1Y | -24.5% | +0.6% | -25.1% | -22.9% |
| All | -24.5% | +1.2% | -25.7% | -22.9% |
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 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