-21.0%
LEN vs LBRT
+26.0%
-47.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | -3.2% | +8.7% | -11.9% | -3.7% |
| 30D | -4.9% | +6.6% | -11.5% | -5.4% |
| 3M | -8.5% | -34.5% | +26.0% | -5.8% |
| 6M | -20.7% | -24.5% | +3.8% | -19.8% |
| YTD | -17.4% | +12.7% | -30.1% | -20.7% |
| 1Y | -38.2% | +94.8% | -133.1% | -45.2% |
| All | -21.0% | +26.0% | -47.0% | -28.2% |
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