+43.0%
LBRT vs USFR
+25.8%
+17.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +10.2% | +0.1% | +10.1% | +10.0% |
| 30D | +4.9% | +0.3% | +4.6% | +4.1% |
| 3M | -21.2% | +1.0% | -22.2% | -23.2% |
| 6M | -19.9% | +1.9% | -21.9% | -24.0% |
| YTD | +20.8% | +2.7% | +18.1% | +12.5% |
| 1Y | +123.5% | +4.0% | +119.6% | +101.3% |
| 3Y | +30.9% | +14.0% | +16.9% | -8.0% |
| 5Y | +136.3% | +20.4% | +115.9% | +39.3% |
| All | +43.0% | +25.8% | +17.2% | -38.3% |
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