+169.6%
LNG vs LBRT
+6.0%
+163.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -1.7% |
| 7D | -15.9% | -29.1% | +13.3% | -9.7% |
| 30D | +2.1% | -38.4% | +40.5% | +12.5% |
| 3M | +4.8% | -40.1% | +44.9% | +15.5% |
| 6M | +6.8% | -62.9% | +69.7% | +29.1% |
| YTD | +44.0% | -34.5% | +78.5% | +50.1% |
| 1Y | +34.9% | -30.2% | +65.1% | +37.7% |
| 3Y | +67.3% | -37.5% | +104.8% | +65.1% |
| All | +169.6% | +6.0% | +163.6% | +109.6% |
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