-18.9%
LBRT vs QSR
+13.6%
-32.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | -0.6% |
| 7D | +13.8% | -3.9% | +17.7% | +11.8% |
| 30D | -32.4% | +5.9% | -38.3% | -30.6% |
| 3M | -39.9% | +1.7% | -41.6% | -39.0% |
| 6M | -60.8% | -1.9% | -59.0% | -60.1% |
| YTD | -29.3% | +13.6% | -42.9% | -24.3% |
| 1Y | -18.9% | +13.1% | -32.0% | -12.9% |
| All | -18.9% | +13.6% | -32.5% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling