-60.7%
LBRT vs SIRI
+23.9%
-84.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.2% |
| 7D | +9.2% | -1.7% | +10.9% | +8.3% |
| 30D | -27.5% | +21.1% | -48.7% | -21.2% |
| 3M | -37.9% | +14.7% | -52.6% | -33.4% |
| 6M | -60.7% | +22.9% | -83.6% | -60.6% |
| All | -60.7% | +23.9% | -84.6% | -60.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling