-26.4%
LBRT vs ES
+60.9%
-87.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +2.1% | -15.8% | -14.2% |
| 7D | -34.8% | +5.9% | -40.7% | -35.9% |
| 30D | -43.6% | +10.2% | -53.8% | -45.2% |
| 3M | -41.2% | +0.4% | -41.6% | -41.5% |
| 6M | -66.1% | +6.9% | -72.9% | -66.9% |
| YTD | -37.9% | +10.5% | -48.4% | -40.4% |
| 1Y | -33.9% | +3.2% | -37.1% | -35.6% |
| 3Y | -40.9% | +49.0% | -89.9% | -49.1% |
| 5Y | +2.1% | +4.5% | -2.4% | -2.4% |
| All | -26.4% | +60.9% | -87.3% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling