+38.7%
LBRT vs SPY
+217.6%
-178.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.5% | +4.7% |
| 7D | +6.9% | +0.5% | +6.4% | +6.1% |
| 30D | +7.8% | -0.9% | +8.7% | +9.2% |
| 3M | -25.3% | +3.9% | -29.1% | -29.0% |
| 6M | -19.6% | +14.5% | -34.1% | -34.0% |
| YTD | +17.2% | +12.9% | +4.2% | -1.7% |
| 1Y | +114.1% | +19.4% | +94.7% | +67.6% |
| 3Y | +27.0% | +78.5% | -51.4% | -42.0% |
| 5Y | +128.3% | +81.8% | +46.5% | +0.8% |
| All | +38.7% | +217.6% | -178.8% | -70.2% |
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