+31.4%
LBRT vs SPY
+72.1%
-40.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.5% |
| 7D | +9.2% | +2.6% | +6.6% | +6.0% |
| 30D | -27.5% | -2.0% | -25.5% | -25.2% |
| 3M | -37.9% | -2.8% | -35.1% | -35.2% |
| 6M | -60.7% | +2.1% | -62.8% | -61.2% |
| YTD | -28.5% | +11.5% | -40.0% | -36.8% |
| 1Y | -13.2% | +13.5% | -26.7% | -24.7% |
| 3Y | -28.8% | +77.7% | -106.5% | -60.9% |
| All | +31.4% | +72.1% | -40.7% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling