-0.4%
LBRT vs LTH
+186.2%
-186.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.6% |
| 7D | -15.7% | +6.4% | -22.1% | -16.7% |
| 30D | -34.3% | +16.7% | -51.0% | -36.0% |
| 3M | -40.6% | +11.7% | -52.3% | -41.9% |
| 6M | -62.0% | +48.5% | -110.5% | -64.7% |
| YTD | -31.6% | +78.4% | -110.0% | -39.0% |
| 1Y | -25.8% | +89.7% | -115.5% | -34.6% |
| 3Y | -30.4% | +245.6% | -276.0% | -44.9% |
| 5Y | +18.7% | +142.7% | -124.0% | -4.5% |
| All | -0.4% | +186.2% | -186.6% | -15.4% |
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