+31.4%
LBRT vs ES
+6.6%
+24.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +9.2% | +2.7% | +6.5% | +8.6% |
| 30D | -27.5% | +7.6% | -35.1% | -29.1% |
| 3M | -37.9% | +0.5% | -38.4% | -38.1% |
| 6M | -60.7% | +7.6% | -68.3% | -61.8% |
| YTD | -28.5% | +10.2% | -38.7% | -31.6% |
| 1Y | -13.2% | +1.8% | -15.1% | -15.1% |
| 3Y | -28.8% | +55.4% | -84.2% | -41.9% |
| All | +31.4% | +6.6% | +24.9% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling