+33.5%
LBRT vs USFR
+25.8%
+7.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.4% |
| 7D | +8.7% | +0.1% | +8.7% | +8.6% |
| 30D | +6.6% | +0.3% | +6.3% | +5.8% |
| 3M | -34.5% | +1.0% | -35.5% | -36.2% |
| 6M | -24.5% | +1.9% | -26.4% | -28.3% |
| YTD | +12.7% | +2.6% | +10.1% | +5.1% |
| 1Y | +94.8% | +4.0% | +90.8% | +75.3% |
| 3Y | +31.9% | +14.1% | +17.8% | -7.6% |
| 5Y | +111.8% | +20.4% | +91.4% | +24.8% |
| All | +33.5% | +25.8% | +7.7% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded USFR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling