-24.5%
LBRT vs MTB
+20.0%
-44.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | -1.9% | -2.0% | +0.1% | -1.4% |
| 30D | -32.0% | +0.1% | -32.2% | -32.0% |
| 3M | -39.7% | -12.1% | -27.6% | -37.3% |
| 6M | -61.1% | +7.3% | -68.4% | -61.2% |
| YTD | -29.4% | +11.5% | -40.9% | -33.0% |
| 1Y | -24.5% | +21.3% | -45.7% | -30.6% |
| All | -24.5% | +20.0% | -44.5% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling