+67.3%
LNG vs LBRT
-38.0%
+105.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -1.3% |
| 7D | -15.9% | -29.1% | +13.3% | -12.3% |
| 30D | +2.1% | -38.4% | +40.5% | +8.1% |
| 3M | +4.8% | -40.1% | +44.9% | +10.9% |
| 6M | +6.8% | -62.9% | +69.7% | +19.5% |
| YTD | +44.0% | -34.5% | +78.5% | +47.9% |
| 1Y | +34.9% | -30.2% | +65.1% | +36.9% |
| 3Y | +67.3% | -37.5% | +104.8% | +70.3% |
| All | +67.3% | -38.0% | +105.3% | +70.3% |
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