+467.9%
LNG vs LBRT
-19.0%
+487.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.4% | +6.4% | +3.7% |
| 7D | -5.5% | -15.7% | +10.2% | -2.2% |
| 30D | +5.7% | -34.3% | +40.0% | +14.9% |
| 3M | +10.7% | -40.6% | +51.3% | +22.3% |
| 6M | +23.1% | -62.0% | +85.1% | +47.6% |
| YTD | +52.4% | -31.6% | +84.0% | +58.4% |
| 1Y | +40.0% | -25.8% | +65.8% | +42.2% |
| 3Y | +76.0% | -30.4% | +106.4% | +70.8% |
| 5Y | +194.7% | +18.7% | +176.0% | +143.8% |
| All | +467.9% | -19.0% | +487.0% | +302.6% |
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 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