+33.5%
LBRT vs MTB
+75.8%
-42.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +8.7% | +1.7% | +7.0% | +7.2% |
| 30D | +6.6% | -4.2% | +10.8% | +10.1% |
| 3M | -34.5% | +8.9% | -43.3% | -38.8% |
| 6M | -24.5% | +10.9% | -35.4% | -31.1% |
| YTD | +12.7% | +21.5% | -8.8% | -4.6% |
| 1Y | +94.8% | +21.9% | +72.9% | +63.8% |
| 3Y | +31.9% | +109.2% | -77.4% | -29.4% |
| 5Y | +111.8% | +102.0% | +9.9% | +7.1% |
| All | +33.5% | +75.8% | -42.3% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling