-23.2%
LEN vs LBRT
-28.0%
+4.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.5% |
| 7D | -6.4% | -1.9% | -4.5% | -6.3% |
| 30D | +15.6% | -32.0% | +47.7% | +17.1% |
| 3M | -0.8% | -39.7% | +38.9% | +1.1% |
| 6M | +0.4% | -61.1% | +61.4% | +5.5% |
| YTD | -14.1% | -29.4% | +15.2% | -16.2% |
| 1Y | -29.6% | -24.5% | -5.2% | -32.0% |
| All | -23.2% | -28.0% | +4.8% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling