-25.8%
LBRT vs SPY
+11.9%
-37.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.9% |
| 7D | -15.7% | -0.6% | -15.1% | -14.4% |
| 30D | -34.3% | -3.7% | -30.6% | -30.8% |
| 3M | -40.6% | -2.7% | -37.9% | -38.1% |
| 6M | -62.0% | +2.2% | -64.2% | -61.7% |
| YTD | -31.6% | +10.8% | -42.5% | -33.3% |
| 1Y | -25.8% | +11.2% | -37.0% | -27.6% |
| All | -25.8% | +11.9% | -37.7% | -27.6% |
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 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