+33.5%
LBRT vs MKTX
-13.3%
+46.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.7% | +0.4% | +8.3% | +8.7% |
| 30D | +6.6% | +1.1% | +5.5% | +6.5% |
| 3M | -34.5% | +36.1% | -70.6% | -36.6% |
| 6M | -24.5% | -12.9% | -11.6% | -23.7% |
| YTD | +12.7% | -8.5% | +21.2% | +13.2% |
| 1Y | +94.8% | -7.5% | +102.4% | +95.2% |
| 3Y | +31.9% | -28.3% | +60.2% | +34.2% |
| 5Y | +111.8% | -63.3% | +175.1% | +131.1% |
| All | +33.5% | -13.3% | +46.8% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling