-16.2%
LBRT vs USFR
+26.7%
-42.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | 0.0% | +8.1% | +8.1% |
| 7D | -11.9% | +0.1% | -12.0% | -12.1% |
| 30D | -31.9% | +0.4% | -32.3% | -32.6% |
| 3M | -34.9% | +1.1% | -35.9% | -36.7% |
| 6M | -60.7% | +2.0% | -62.7% | -62.7% |
| YTD | -29.2% | +3.4% | -32.6% | -35.4% |
| 1Y | -23.6% | +4.1% | -27.7% | -31.5% |
| 3Y | -26.8% | +14.3% | -41.2% | -48.9% |
| 5Y | +16.3% | +21.3% | -5.0% | -32.8% |
| All | -16.2% | +26.7% | -42.9% | -64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling