-22.5%
LBRT vs M
+30.6%
-53.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.6% | +10.0% | +6.9% |
| 7D | -29.1% | -4.3% | -24.9% | -28.4% |
| 30D | -38.4% | +1.3% | -39.7% | -39.2% |
| 3M | -40.1% | -7.4% | -32.7% | -39.4% |
| 6M | -62.9% | +18.3% | -81.2% | -65.7% |
| YTD | -34.5% | +7.6% | -42.1% | -38.2% |
| 1Y | -30.2% | +17.4% | -47.6% | -36.3% |
| 3Y | -37.5% | +108.4% | -145.8% | -57.3% |
| 5Y | +7.6% | -10.6% | +18.2% | -8.9% |
| All | -22.5% | +30.6% | -53.1% | -59.0% |
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