+16.3%
LBRT vs ES
+2.9%
+13.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.5% | +8.6% | +8.2% |
| 7D | -11.9% | -0.1% | -11.8% | -12.1% |
| 30D | -31.9% | +5.7% | -37.7% | -33.2% |
| 3M | -34.9% | -2.8% | -32.1% | -34.7% |
| 6M | -60.7% | +7.0% | -67.6% | -61.8% |
| YTD | -29.2% | +6.8% | -36.0% | -31.8% |
| 1Y | -23.6% | -0.5% | -23.2% | -25.1% |
| 3Y | -26.8% | +47.2% | -74.0% | -39.2% |
| 5Y | +16.3% | +2.3% | +14.1% | +5.4% |
| All | +16.3% | +2.9% | +13.4% | +5.4% |
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