-21.5%
LBRT vs M
+36.6%
-58.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +7.6% | -18.8% | -11.4% |
| 7D | -25.3% | +8.3% | -33.6% | -25.5% |
| 30D | -32.9% | +14.2% | -47.0% | -33.5% |
| 3M | -33.3% | -1.1% | -32.2% | -32.5% |
| 6M | -61.0% | +36.6% | -97.6% | -62.1% |
| YTD | -28.0% | +19.8% | -47.8% | -28.0% |
| 1Y | -21.5% | +37.2% | -58.7% | -24.3% |
| All | -21.5% | +36.6% | -58.1% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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