-28.8%
LBRT vs MKTX
-22.1%
-6.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +9.2% | +0.2% | +8.9% | +9.2% |
| 30D | -27.5% | +0.9% | -28.4% | -27.5% |
| 3M | -37.9% | +2.6% | -40.5% | -37.9% |
| 6M | -60.7% | +20.4% | -81.1% | -60.7% |
| YTD | -28.5% | -7.1% | -21.4% | -29.1% |
| 1Y | -13.2% | -2.8% | -10.5% | -13.9% |
| 3Y | -28.8% | -21.7% | -7.0% | -19.8% |
| All | -28.8% | -22.1% | -6.7% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling