+45.1%
LMT vs LBRT
-27.1%
+72.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | +5.1% | +9.2% | -4.1% | +4.9% |
| 30D | +14.1% | -27.5% | +41.7% | +14.4% |
| 3M | +0.3% | -37.9% | +38.2% | +0.7% |
| 6M | +16.1% | -60.7% | +76.8% | +18.3% |
| YTD | +25.5% | -28.5% | +54.0% | +23.2% |
| 1Y | +34.1% | -13.2% | +47.3% | +30.4% |
| 3Y | +45.1% | -28.8% | +73.9% | +39.2% |
| All | +45.1% | -27.1% | +72.2% | +39.2% |
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