+463.8%
LNG vs LBRT
+33.5%
+430.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +3.4% | +8.7% | -5.3% | +1.6% |
| 30D | +14.9% | +6.6% | +8.3% | +13.1% |
| 3M | +21.4% | -34.5% | +55.9% | +31.0% |
| 6M | +17.8% | -24.5% | +42.3% | +22.6% |
| YTD | +51.3% | +12.7% | +38.6% | +42.8% |
| 1Y | +24.4% | +94.8% | -70.4% | +1.1% |
| 3Y | +79.7% | +31.9% | +47.8% | +52.5% |
| 5Y | +241.3% | +111.8% | +129.5% | +150.6% |
| All | +463.8% | +33.5% | +430.3% | +262.8% |
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