-21.5%
LBRT vs LTH
+84.0%
-105.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +6.3% | -17.5% | -10.9% |
| 7D | -25.3% | +9.9% | -35.2% | -24.9% |
| 30D | -32.9% | +18.3% | -51.2% | -32.3% |
| 3M | -33.3% | +5.9% | -39.3% | -33.0% |
| 6M | -61.0% | +80.3% | -141.3% | -60.8% |
| YTD | -28.0% | +78.3% | -106.3% | -27.6% |
| 1Y | -21.5% | +81.0% | -102.5% | -21.2% |
| All | -21.5% | +84.0% | -105.5% | -21.2% |
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