-28.8%
LBRT vs MTB
+106.3%
-135.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.7% |
| 7D | +9.2% | +1.5% | +7.6% | +8.3% |
| 30D | -27.5% | +2.3% | -29.9% | -28.8% |
| 3M | -37.9% | -12.1% | -25.8% | -32.8% |
| 6M | -60.7% | +9.8% | -70.5% | -63.2% |
| YTD | -28.5% | +12.0% | -40.5% | -34.9% |
| 1Y | -13.2% | +22.0% | -35.3% | -25.8% |
| 3Y | -28.8% | +107.6% | -136.4% | -54.9% |
| All | -28.8% | +106.3% | -135.0% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling