-23.2%
LBRT vs M
+25.7%
-48.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +8.1% | 0.0% | +7.4% |
| 7D | -11.9% | +2.5% | -14.5% | -11.9% |
| 30D | -31.9% | +10.1% | -42.0% | -32.4% |
| 3M | -34.9% | -0.9% | -33.9% | -34.4% |
| 6M | -60.7% | +30.2% | -90.8% | -61.5% |
| YTD | -29.2% | +16.3% | -45.5% | -28.9% |
| All | -23.2% | +25.7% | -48.8% | -24.2% |
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