-16.2%
LBRT vs MTB
+63.2%
-79.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.3% | +5.8% | +6.4% |
| 7D | -11.9% | -0.8% | -11.2% | -11.3% |
| 30D | -31.9% | +2.4% | -34.4% | -33.4% |
| 3M | -34.9% | -10.5% | -24.4% | -29.4% |
| 6M | -60.7% | +6.4% | -67.1% | -62.8% |
| YTD | -29.2% | +12.8% | -42.0% | -36.9% |
| 1Y | -23.6% | +23.3% | -46.9% | -36.5% |
| 3Y | -26.8% | +108.2% | -135.1% | -60.4% |
| 5Y | +16.3% | +68.6% | -52.3% | -31.9% |
| All | -16.2% | +63.2% | -79.4% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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