+100.0%
LMT vs LBRT
+33.5%
+66.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.5% |
| 7D | -6.3% | +8.3% | -14.5% | -6.8% |
| 30D | -8.5% | +6.1% | -14.6% | -8.9% |
| 3M | +1.8% | -34.8% | +36.6% | +4.6% |
| 6M | -19.9% | -24.8% | +4.9% | -19.0% |
| YTD | +10.6% | +12.2% | -1.7% | +7.9% |
| 1Y | +17.9% | +94.0% | -76.0% | +9.1% |
| 3Y | +27.0% | +31.3% | -4.3% | +18.7% |
| 5Y | +68.7% | +111.8% | -43.2% | +47.8% |
| All | +100.0% | +33.5% | +66.5% | +64.7% |
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