+33.5%
LBRT vs QSR
+75.8%
-42.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +8.7% | +2.4% | +6.3% | +7.4% |
| 30D | +6.6% | +7.6% | -1.0% | +2.2% |
| 3M | -34.5% | +12.6% | -47.1% | -39.1% |
| 6M | -24.5% | +14.4% | -38.9% | -30.9% |
| YTD | +12.7% | +19.6% | -6.9% | +0.1% |
| 1Y | +94.8% | +33.9% | +61.0% | +61.4% |
| 3Y | +31.9% | +27.1% | +4.7% | +8.9% |
| 5Y | +111.8% | +48.5% | +63.3% | +54.8% |
| All | +33.5% | +75.8% | -42.3% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling