+38.7%
LBRT vs MTB
+74.7%
-36.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.4% |
| 7D | +6.9% | +2.8% | +4.2% | +4.7% |
| 30D | +7.8% | -4.2% | +12.0% | +11.4% |
| 3M | -25.3% | +7.8% | -33.1% | -29.7% |
| 6M | -19.6% | +14.8% | -34.4% | -28.6% |
| YTD | +17.2% | +20.8% | -3.6% | -0.4% |
| 1Y | +114.1% | +23.1% | +91.0% | +78.5% |
| 3Y | +27.0% | +114.8% | -87.8% | -33.3% |
| 5Y | +128.3% | +103.3% | +25.0% | +14.6% |
| All | +38.7% | +74.7% | -36.0% | -22.4% |
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