-26.4%
LBRT vs M
+36.9%
-63.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -5.9% | -7.8% | -11.7% |
| 7D | -34.8% | -2.1% | -32.7% | -34.5% |
| 30D | -43.6% | +7.7% | -51.3% | -45.4% |
| 3M | -41.2% | -4.4% | -36.9% | -41.1% |
| 6M | -66.1% | +27.5% | -93.6% | -69.4% |
| YTD | -37.9% | +12.8% | -50.6% | -42.2% |
| 1Y | -33.9% | +20.7% | -54.6% | -40.1% |
| 3Y | -40.9% | +111.3% | -152.2% | -59.7% |
| 5Y | +2.1% | -6.3% | +8.4% | -14.8% |
| All | -26.4% | +36.9% | -63.4% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling