+63.5%
LBRT vs LTH
+160.9%
-97.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +8.3% | -0.6% | +8.9% | +8.3% |
| 30D | +6.1% | -4.6% | +10.7% | +6.8% |
| 3M | -34.8% | +32.8% | -67.6% | -38.1% |
| 6M | -24.8% | +64.6% | -89.5% | -31.9% |
| YTD | +12.2% | +62.6% | -50.4% | +1.9% |
| 1Y | +94.0% | +49.9% | +44.0% | +78.5% |
| 3Y | +31.3% | +151.3% | -120.1% | +9.3% |
| All | +63.5% | +160.9% | -97.4% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling