-25.8%
LBRT vs M
+26.3%
-52.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.4% |
| 7D | -15.7% | +5.0% | -20.7% | -15.8% |
| 30D | -34.3% | +10.6% | -44.9% | -34.8% |
| 3M | -40.6% | +1.6% | -42.2% | -40.4% |
| 6M | -62.0% | +30.8% | -92.8% | -62.9% |
| YTD | -31.6% | +16.9% | -48.5% | -31.3% |
| 1Y | -25.8% | +26.3% | -52.1% | -26.8% |
| All | -25.8% | +26.3% | -52.1% | -26.8% |
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 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