-16.4%
LBRT vs M
+40.7%
-57.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.6% |
| 7D | -1.9% | -3.3% | +1.4% | -0.6% |
| 30D | -32.0% | +8.1% | -40.1% | -34.3% |
| 3M | -39.7% | +2.2% | -41.9% | -40.9% |
| 6M | -61.1% | +35.1% | -96.2% | -65.6% |
| YTD | -29.4% | +15.8% | -45.2% | -34.9% |
| 1Y | -24.5% | +25.8% | -50.3% | -32.6% |
| 3Y | -28.1% | +156.2% | -184.3% | -54.4% |
| 5Y | +23.9% | -2.4% | +26.2% | +1.8% |
| All | -16.4% | +40.7% | -57.0% | -56.9% |
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