+38.7%
LBRT vs NYT
+281.5%
-242.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.5% |
| 7D | +6.9% | +0.3% | +6.6% | +6.8% |
| 30D | +7.8% | +7.0% | +0.8% | +4.8% |
| 3M | -25.3% | -7.9% | -17.4% | -23.5% |
| 6M | -19.6% | -15.0% | -4.5% | -15.8% |
| YTD | +17.2% | -1.3% | +18.4% | +14.7% |
| 1Y | +114.1% | +16.9% | +97.2% | +93.4% |
| 3Y | +27.0% | +58.9% | -31.9% | -3.3% |
| 5Y | +128.3% | +40.9% | +87.4% | +78.5% |
| All | +38.7% | +281.5% | -242.8% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NYT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling