+37.7%
LEN vs LBRT
+33.5%
+4.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -3.2% | +8.7% | -11.9% | -4.2% |
| 30D | -4.9% | +6.6% | -11.5% | -5.8% |
| 3M | -8.5% | -34.5% | +26.0% | -4.5% |
| 6M | -20.7% | -24.5% | +3.8% | -19.1% |
| YTD | -17.4% | +12.7% | -30.1% | -20.6% |
| 1Y | -38.2% | +94.8% | -133.1% | -45.6% |
| 3Y | -24.9% | +31.9% | -56.7% | -32.2% |
| 5Y | -11.4% | +111.8% | -123.3% | -28.8% |
| All | +37.7% | +33.5% | +4.2% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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