+142.0%
LNT vs LBRT
-22.5%
+164.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -1.3% |
| 7D | +1.4% | -29.1% | +30.6% | +2.9% |
| 30D | +12.3% | -38.4% | +50.7% | +14.5% |
| 3M | +5.3% | -40.1% | +45.4% | +7.5% |
| 6M | +2.0% | -62.9% | +64.9% | +6.3% |
| YTD | +15.3% | -34.5% | +49.8% | +16.2% |
| 1Y | +12.3% | -30.2% | +42.5% | +12.7% |
| 3Y | +59.1% | -37.5% | +96.6% | +58.1% |
| 5Y | +51.7% | +7.6% | +44.1% | +44.3% |
| All | +142.0% | -22.5% | +164.5% | +93.0% |
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