-15.3%
LBRT vs SIRI
-28.1%
+12.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +9.2% | -1.7% | +10.9% | +9.7% |
| 30D | -27.5% | +21.1% | -48.7% | -31.9% |
| 3M | -37.9% | +14.7% | -52.6% | -40.9% |
| 6M | -60.7% | +22.9% | -83.6% | -63.7% |
| YTD | -28.5% | +65.7% | -94.2% | -40.7% |
| 1Y | -13.2% | +53.5% | -66.7% | -26.3% |
| 3Y | -28.8% | -23.0% | -5.8% | -28.5% |
| 5Y | +28.0% | -41.5% | +69.4% | +31.0% |
| All | -15.3% | -28.1% | +12.8% | -31.7% |
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