-16.2%
LBRT vs SPY
+214.7%
-230.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.7% |
| 7D | +13.8% | +3.3% | +10.5% | +9.0% |
| 30D | -32.4% | -2.7% | -29.7% | -29.2% |
| 3M | -39.9% | -1.7% | -38.1% | -37.9% |
| 6M | -60.8% | +3.1% | -63.9% | -62.0% |
| YTD | -29.3% | +11.9% | -41.2% | -39.4% |
| 1Y | -18.9% | +12.0% | -30.9% | -30.3% |
| 3Y | -28.0% | +78.2% | -106.2% | -66.7% |
| 5Y | +26.6% | +73.2% | -46.7% | -39.4% |
| All | -16.2% | +214.7% | -230.9% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling