+145.1%
LNT vs LBRT
-16.4%
+161.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.4% |
| 7D | -0.2% | -1.9% | +1.7% | -0.2% |
| 30D | +11.6% | -32.0% | +43.7% | +13.3% |
| 3M | +8.2% | -39.7% | +47.8% | +10.4% |
| 6M | +3.1% | -61.1% | +64.2% | +7.2% |
| YTD | +16.8% | -29.4% | +46.2% | +17.3% |
| 1Y | +11.6% | -24.5% | +36.1% | +11.6% |
| 3Y | +67.4% | -28.1% | +95.5% | +65.1% |
| 5Y | +56.8% | +23.9% | +32.9% | +48.1% |
| All | +145.1% | -16.4% | +161.5% | +94.8% |
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 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