-15.3%
LBRT vs QSR
+66.9%
-82.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +9.2% | -2.9% | +12.1% | +10.7% |
| 30D | -27.5% | +4.1% | -31.7% | -29.8% |
| 3M | -37.9% | -0.7% | -37.2% | -38.7% |
| 6M | -60.7% | +0.4% | -61.1% | -61.8% |
| YTD | -28.5% | +13.5% | -42.0% | -35.7% |
| 1Y | -13.2% | +11.0% | -24.2% | -21.2% |
| 3Y | -28.8% | +22.0% | -50.8% | -40.7% |
| 5Y | +28.0% | +57.1% | -29.1% | -11.7% |
| All | -15.3% | +66.9% | -82.2% | -49.7% |
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