+123.9%
LMT vs LBRT
-16.2%
+140.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +3.1% |
| 7D | -8.5% | -11.9% | +3.4% | -7.8% |
| 30D | +15.4% | -31.9% | +47.4% | +18.3% |
| 3M | +0.7% | -34.9% | +35.5% | +3.4% |
| 6M | +17.6% | -60.7% | +78.3% | +24.8% |
| YTD | +23.8% | -29.2% | +53.0% | +24.4% |
| 1Y | +31.6% | -23.6% | +55.3% | +31.3% |
| 3Y | +44.0% | -26.8% | +70.8% | +40.5% |
| 5Y | +98.8% | +16.3% | +82.5% | +82.2% |
| All | +123.9% | -16.2% | +140.1% | +90.0% |
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