+222.4%
LNG vs LBRT
+116.2%
+106.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.9% | -9.4% | -6.3% |
| 7D | -6.2% | +6.9% | -13.1% | -7.6% |
| 30D | +8.0% | +7.8% | +0.2% | +5.9% |
| 3M | +16.9% | -25.3% | +42.2% | +22.9% |
| 6M | +8.7% | -19.6% | +28.2% | +11.6% |
| YTD | +43.0% | +17.2% | +25.9% | +32.8% |
| 1Y | +19.4% | +114.1% | -94.7% | -8.1% |
| 3Y | +74.7% | +27.0% | +47.7% | +46.4% |
| 5Y | +222.4% | +128.3% | +94.1% | +101.6% |
| All | +222.4% | +116.2% | +106.2% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling