-16.2%
LBRT vs M
+41.2%
-57.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +8.1% | 0.0% | +5.4% |
| 7D | -11.9% | +2.5% | -14.5% | -12.9% |
| 30D | -31.9% | +10.1% | -42.0% | -34.7% |
| 3M | -34.9% | -0.9% | -33.9% | -35.5% |
| 6M | -60.7% | +30.2% | -90.8% | -64.8% |
| YTD | -29.2% | +16.3% | -45.5% | -34.9% |
| 1Y | -23.6% | +27.0% | -50.6% | -32.1% |
| 3Y | -26.8% | +154.5% | -181.3% | -53.4% |
| 5Y | +16.3% | -1.1% | +17.4% | -4.9% |
| All | -16.2% | +41.2% | -57.4% | -56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling