+23.9%
LBRT vs LTH
+143.1%
-119.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -32.0% | +17.7% | -49.7% | -34.1% |
| 3M | -39.7% | +8.5% | -48.1% | -40.7% |
| 6M | -61.1% | +46.9% | -108.0% | -64.0% |
| YTD | -29.4% | +78.8% | -108.2% | -37.6% |
| 1Y | -24.5% | +84.9% | -109.4% | -33.7% |
| 3Y | -28.1% | +246.4% | -274.4% | -44.5% |
| 5Y | +23.9% | +129.6% | -105.7% | +2.7% |
| All | +23.9% | +143.1% | -119.2% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling