+34.6%
LBRT vs MKTX
-13.5%
+48.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | -2.9% | +0.8% | -3.8% | -3.0% |
| 3M | -26.1% | +41.1% | -67.3% | -28.8% |
| 6M | -26.2% | -9.5% | -16.6% | -25.7% |
| YTD | +13.7% | -8.7% | +22.3% | +14.2% |
| 1Y | +93.6% | -10.0% | +103.5% | +94.6% |
| 3Y | +23.2% | -24.6% | +47.8% | +24.5% |
| 5Y | +125.5% | -60.3% | +185.8% | +143.4% |
| All | +34.6% | -13.5% | +48.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling