+94.0%
LBRT vs LTH
+54.1%
+39.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +8.3% | -0.6% | +8.9% | +8.3% |
| 30D | +6.1% | -4.6% | +10.7% | +6.3% |
| 3M | -34.8% | +32.8% | -67.6% | -36.0% |
| 6M | -24.8% | +64.6% | -89.5% | -28.5% |
| YTD | +12.2% | +62.6% | -50.4% | +7.3% |
| 1Y | +94.0% | +49.9% | +44.0% | +94.1% |
| All | +94.0% | +54.1% | +39.9% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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