-4.6%
LBRT vs LTH
+184.4%
-189.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.6% |
| 7D | -29.1% | +4.5% | -33.6% | -29.7% |
| 30D | -38.4% | +16.3% | -54.7% | -40.0% |
| 3M | -40.1% | +8.4% | -48.4% | -41.0% |
| 6M | -62.9% | +40.3% | -103.2% | -65.2% |
| YTD | -34.5% | +77.3% | -111.8% | -41.5% |
| 1Y | -30.2% | +88.0% | -118.2% | -38.4% |
| 3Y | -37.5% | +274.3% | -311.7% | -51.3% |
| 5Y | +7.6% | +142.9% | -135.3% | -13.0% |
| All | -4.6% | +184.4% | -189.0% | -18.9% |
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