+33.5%
LBRT vs M
+29.4%
+4.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.6% |
| 7D | +8.7% | +4.7% | +4.0% | +7.0% |
| 30D | +6.6% | -9.6% | +16.2% | +10.1% |
| 3M | -34.5% | +0.9% | -35.3% | -35.0% |
| 6M | -24.5% | +22.3% | -46.8% | -30.6% |
| YTD | +12.7% | +6.5% | +6.2% | +8.2% |
| 1Y | +94.8% | +38.8% | +56.1% | +69.3% |
| 3Y | +31.9% | +115.9% | -84.0% | -10.5% |
| 5Y | +111.8% | +28.6% | +83.2% | +53.1% |
| All | +33.5% | +29.4% | +4.1% | -28.3% |
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 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