+70.3%
LNT vs LBRT
-27.1%
+97.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | +1.0% | +9.2% | -8.2% | +0.9% |
| 30D | +9.6% | -27.5% | +37.1% | +10.0% |
| 3M | +5.4% | -37.9% | +43.3% | +6.1% |
| 6M | +3.1% | -60.7% | +63.8% | +4.9% |
| YTD | +16.5% | -28.5% | +45.0% | +15.9% |
| 1Y | +12.3% | -13.2% | +25.5% | +10.9% |
| 3Y | +70.3% | -28.8% | +99.1% | +65.1% |
| All | +70.3% | -27.1% | +97.4% | +65.1% |
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