-22.5%
LBRT vs SPY
+205.6%
-228.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +4.9% |
| 7D | -29.1% | -2.7% | -26.4% | -26.1% |
| 30D | -38.4% | -5.4% | -33.0% | -33.0% |
| 3M | -40.1% | -4.1% | -36.0% | -36.1% |
| 6M | -62.9% | +0.7% | -63.6% | -62.9% |
| YTD | -34.5% | +8.7% | -43.2% | -41.6% |
| 1Y | -30.2% | +10.9% | -41.1% | -39.3% |
| 3Y | -37.5% | +75.0% | -112.5% | -70.4% |
| 5Y | +7.6% | +67.8% | -60.2% | -46.2% |
| All | -22.5% | +205.6% | -228.1% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling