-30.2%
LBRT vs SPY
+9.9%
-40.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.0% |
| 7D | -29.1% | -2.7% | -26.4% | -26.2% |
| 30D | -38.4% | -5.4% | -33.0% | -33.7% |
| 3M | -40.1% | -4.1% | -36.0% | -36.4% |
| 6M | -62.9% | +0.7% | -63.6% | -61.7% |
| YTD | -34.5% | +8.7% | -43.2% | -34.5% |
| 1Y | -30.2% | +10.9% | -41.1% | -32.0% |
| All | -30.2% | +9.9% | -40.1% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling