+4.2%
LBRT vs LTH
+180.7%
-176.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.8% |
| 7D | +9.2% | -1.3% | +10.5% | +9.4% |
| 30D | -27.5% | +15.7% | -43.2% | -29.4% |
| 3M | -37.9% | +5.0% | -42.9% | -38.6% |
| 6M | -60.7% | +37.7% | -98.4% | -63.0% |
| YTD | -28.5% | +75.0% | -103.5% | -36.0% |
| 1Y | -13.2% | +82.6% | -95.9% | -23.0% |
| 3Y | -28.8% | +241.3% | -270.1% | -43.6% |
| 5Y | +28.0% | +135.4% | -107.5% | +2.3% |
| All | +4.2% | +180.7% | -176.6% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling