+47.1%
LEN vs LBRT
-22.5%
+69.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.4% | -8.5% | -3.7% |
| 7D | +2.1% | -29.1% | +31.2% | +5.6% |
| 30D | +16.6% | -38.4% | +54.9% | +22.2% |
| 3M | +5.3% | -40.1% | +45.4% | +10.4% |
| 6M | -0.8% | -62.9% | +62.1% | +9.5% |
| YTD | -11.7% | -34.5% | +22.8% | -10.6% |
| 1Y | -24.6% | -30.2% | +5.6% | -24.4% |
| 3Y | -18.7% | -37.5% | +18.8% | -20.3% |
| 5Y | -4.4% | +7.6% | -12.0% | -16.8% |
| All | +47.1% | -22.5% | +69.6% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling