+64.2%
LBRT vs LTH
+160.9%
-96.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +8.7% | -0.6% | +9.4% | +8.8% |
| 30D | +6.6% | -4.6% | +11.2% | +7.3% |
| 3M | -34.5% | +32.8% | -67.3% | -37.8% |
| 6M | -24.5% | +64.6% | -89.1% | -31.6% |
| YTD | +12.7% | +62.6% | -49.9% | +2.3% |
| 1Y | +94.8% | +49.9% | +44.9% | +79.3% |
| 3Y | +31.9% | +151.3% | -119.5% | +9.8% |
| All | +64.2% | +160.9% | -96.7% | +41.9% |
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 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