+35.9%
LBRT vs QSR
+68.8%
-32.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.6% |
| 7D | +1.8% | -4.0% | +5.8% | +3.9% |
| 30D | -2.5% | +2.8% | -5.2% | -4.2% |
| 3M | -24.9% | +5.1% | -30.0% | -27.6% |
| 6M | -29.5% | +8.8% | -38.3% | -33.7% |
| YTD | +14.7% | +14.8% | -0.1% | +4.0% |
| 1Y | +91.7% | +25.7% | +66.0% | +64.1% |
| 3Y | +24.6% | +27.5% | -2.9% | +2.3% |
| 5Y | +127.7% | +41.3% | +86.4% | +70.9% |
| All | +35.9% | +68.8% | -32.9% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling