-10.4%
LEN vs LBRT
+115.1%
-125.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | -3.2% | +8.7% | -11.9% | -3.8% |
| 30D | -4.9% | +6.6% | -11.5% | -5.4% |
| 3M | -8.5% | -34.5% | +26.0% | -5.9% |
| 6M | -20.7% | -24.5% | +3.8% | -19.7% |
| YTD | -17.4% | +12.7% | -30.1% | -19.9% |
| 1Y | -38.2% | +94.8% | -133.1% | -43.8% |
| 3Y | -24.9% | +31.9% | -56.7% | -30.3% |
| All | -10.4% | +115.1% | -125.5% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling