-19.0%
LBRT vs TRU
+50.1%
-69.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.0% |
| 7D | -15.7% | +4.6% | -20.2% | -17.3% |
| 30D | -34.3% | +25.4% | -59.7% | -41.0% |
| 3M | -40.6% | +4.0% | -44.6% | -43.0% |
| 6M | -62.0% | +14.5% | -76.5% | -65.6% |
| YTD | -31.6% | -3.7% | -27.9% | -34.8% |
| 1Y | -25.8% | +2.8% | -28.6% | -31.5% |
| 3Y | -30.4% | +58.5% | -88.9% | -50.2% |
| 5Y | +18.7% | -25.0% | +43.7% | +20.5% |
| All | -19.0% | +50.1% | -69.1% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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