-28.8%
LBRT vs SIRI
-22.7%
-6.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.1% |
| 7D | +9.2% | -1.7% | +10.9% | +9.3% |
| 30D | -27.5% | +21.1% | -48.7% | -28.6% |
| 3M | -37.9% | +14.7% | -52.6% | -38.5% |
| 6M | -60.7% | +22.9% | -83.6% | -61.6% |
| YTD | -28.5% | +65.7% | -94.2% | -32.9% |
| 1Y | -13.2% | +53.5% | -66.7% | -17.7% |
| 3Y | -28.8% | -23.0% | -5.8% | -32.9% |
| All | -28.8% | -22.7% | -6.1% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 3y: compounded portfolio wealth divided by compounded SIRI 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…
3y analysis · Full analysis span regression · 6 months rolling