+35.9%
LBRT vs LUMN
-38.8%
+74.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | +1.8% | +2.5% | -0.7% | +1.3% |
| 30D | -2.5% | +10.3% | -12.8% | -4.3% |
| 3M | -24.9% | -18.3% | -6.6% | -22.2% |
| 6M | -29.5% | +4.4% | -33.8% | -31.1% |
| YTD | +14.7% | -10.7% | +25.4% | +14.0% |
| 1Y | +91.7% | +14.0% | +77.8% | +80.2% |
| 3Y | +24.6% | +406.6% | -382.0% | -35.1% |
| 5Y | +127.7% | -36.8% | +164.5% | +148.0% |
| All | +35.9% | -38.8% | +74.6% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling