+22.1%
LBRT vs USFR
+14.0%
+8.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.2% |
| 3M | -34.5% | +1.0% | -35.5% | -35.0% |
| 6M | -24.5% | +1.9% | -26.4% | -25.8% |
| YTD | +12.7% | +2.6% | +10.1% | +9.5% |
| 1Y | +94.8% | +4.0% | +90.8% | +85.4% |
| All | +22.1% | +14.0% | +8.1% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling