-22.5%
LBRT vs USFR
+26.7%
-49.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.3% |
| 7D | -29.1% | +0.1% | -29.2% | -29.3% |
| 30D | -38.4% | +0.4% | -38.8% | -39.1% |
| 3M | -40.1% | +1.1% | -41.1% | -41.7% |
| 6M | -62.9% | +2.1% | -64.9% | -64.9% |
| YTD | -34.5% | +3.4% | -37.9% | -40.2% |
| 1Y | -30.2% | +4.1% | -34.3% | -37.5% |
| 3Y | -37.5% | +14.4% | -51.9% | -56.4% |
| 5Y | +7.6% | +21.3% | -13.7% | -37.9% |
| All | -22.5% | +26.7% | -49.2% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling