+109.8%
LBRT vs MTB
+101.8%
+8.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +8.7% | +1.7% | +7.0% | +7.6% |
| 30D | +6.6% | -4.2% | +10.8% | +9.3% |
| 3M | -34.5% | +8.9% | -43.3% | -37.8% |
| 6M | -24.5% | +10.9% | -35.4% | -29.5% |
| YTD | +12.7% | +21.5% | -8.8% | -0.8% |
| 1Y | +94.8% | +21.9% | +72.9% | +70.6% |
| 3Y | +31.9% | +109.2% | -77.4% | -15.4% |
| All | +109.8% | +101.8% | +8.0% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling