-41.2%
LBRT vs ES
-0.2%
-41.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +2.1% | -15.8% | -10.6% |
| 7D | -34.8% | +5.9% | -40.7% | -29.3% |
| 30D | -43.6% | +10.2% | -53.8% | -36.6% |
| 3M | -41.2% | +0.4% | -41.6% | -39.0% |
| All | -41.2% | -0.2% | -41.0% | -39.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling