-28.8%
LBRT vs USFR
+14.4%
-43.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +9.2% | +0.1% | +9.1% | +9.1% |
| 30D | -27.5% | +0.4% | -27.9% | -28.2% |
| 3M | -37.9% | +1.1% | -38.9% | -39.4% |
| 6M | -60.7% | +2.0% | -62.7% | -61.9% |
| YTD | -28.5% | +3.5% | -32.0% | -32.2% |
| 1Y | -13.2% | +4.1% | -17.3% | -19.0% |
| 3Y | -28.8% | +14.4% | -43.1% | -17.1% |
| All | -28.8% | +14.4% | -43.1% | -17.1% |
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