-22.5%
LBRT vs MTB
+59.6%
-82.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +6.1% |
| 7D | -29.1% | -1.3% | -27.8% | -28.5% |
| 30D | -38.4% | +0.5% | -38.9% | -38.9% |
| 3M | -40.1% | -12.4% | -27.7% | -34.0% |
| 6M | -62.9% | +1.5% | -64.4% | -63.7% |
| YTD | -34.5% | +10.3% | -44.8% | -40.6% |
| 1Y | -30.2% | +22.2% | -52.4% | -41.7% |
| 3Y | -37.5% | +96.9% | -134.4% | -64.7% |
| 5Y | +7.6% | +64.3% | -56.7% | -35.8% |
| All | -22.5% | +59.6% | -82.0% | -53.7% |
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 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