-16.2%
LBRT vs QSR
+67.0%
-83.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.9% |
| 7D | +13.8% | -3.9% | +17.7% | +16.0% |
| 30D | -32.4% | +5.9% | -38.3% | -35.1% |
| 3M | -39.9% | +1.7% | -41.6% | -41.5% |
| 6M | -60.8% | -1.9% | -59.0% | -61.4% |
| YTD | -29.3% | +13.6% | -42.9% | -36.4% |
| 1Y | -18.9% | +13.1% | -32.0% | -27.2% |
| 3Y | -28.0% | +21.8% | -49.8% | -39.9% |
| 5Y | +26.6% | +57.2% | -30.6% | -12.6% |
| All | -16.2% | +67.0% | -83.3% | -50.3% |
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