+136.3%
LBRT vs QSR
+43.4%
+92.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.5% |
| 7D | +10.2% | -2.4% | +12.5% | +10.8% |
| 30D | +4.9% | +5.7% | -0.8% | +3.0% |
| 3M | -21.2% | +6.9% | -28.2% | -23.2% |
| 6M | -19.9% | +6.9% | -26.8% | -22.1% |
| YTD | +20.8% | +14.9% | +5.9% | +14.4% |
| 1Y | +123.5% | +29.1% | +94.4% | +102.0% |
| 3Y | +30.9% | +26.1% | +4.8% | +16.6% |
| 5Y | +136.3% | +42.3% | +94.0% | +104.7% |
| All | +136.3% | +43.4% | +92.8% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling