-33.9%
LBRT vs LUMN
-62.6%
+28.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -11.0% | -2.7% | -11.0% |
| 7D | -34.8% | -16.9% | -17.9% | -31.7% |
| 30D | -43.6% | -32.7% | -10.9% | -38.3% |
| 3M | -41.2% | -34.5% | -6.7% | -35.6% |
| 6M | -66.1% | -56.9% | -9.2% | -60.1% |
| YTD | -37.9% | -48.8% | +10.9% | -29.7% |
| 1Y | -33.9% | -63.4% | +29.5% | -19.5% |
| All | -33.9% | -62.6% | +28.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling