-37.5%
LBRT vs M
+100.8%
-138.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.6% | +10.0% | +6.3% |
| 7D | -29.1% | -4.3% | -24.9% | -28.6% |
| 30D | -38.4% | +1.3% | -39.7% | -38.9% |
| 3M | -40.1% | -7.4% | -32.7% | -39.5% |
| 6M | -62.9% | +18.3% | -81.2% | -64.7% |
| YTD | -34.5% | +7.6% | -42.1% | -36.7% |
| 1Y | -30.2% | +17.4% | -47.6% | -34.2% |
| 3Y | -37.5% | +108.4% | -145.8% | -51.8% |
| All | -37.5% | +100.8% | -138.3% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling