+33.5%
LBRT vs SIRI
-35.1%
+68.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.3% |
| 7D | +8.7% | +1.6% | +7.2% | +8.1% |
| 30D | +6.6% | -4.7% | +11.3% | +7.9% |
| 3M | -34.5% | +5.3% | -39.7% | -36.0% |
| 6M | -24.5% | +30.5% | -55.0% | -31.6% |
| YTD | +12.7% | +49.6% | -36.9% | -3.0% |
| 1Y | +94.8% | +28.5% | +66.3% | +75.3% |
| 3Y | +31.9% | -27.5% | +59.3% | +32.7% |
| 5Y | +111.8% | -44.7% | +156.5% | +116.1% |
| All | +33.5% | -35.1% | +68.6% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling