+109.8%
LBRT vs USFR
+20.4%
+89.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.7% | +0.1% | +8.7% | +8.7% |
| 30D | +6.6% | +0.3% | +6.3% | +6.4% |
| 3M | -34.5% | +1.0% | -35.5% | -34.8% |
| 6M | -24.5% | +1.9% | -26.4% | -25.3% |
| YTD | +12.7% | +2.6% | +10.1% | +10.9% |
| 1Y | +94.8% | +4.0% | +90.8% | +89.9% |
| 3Y | +31.9% | +14.1% | +17.8% | +25.2% |
| All | +109.8% | +20.4% | +89.4% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling