-9.5%
LVS vs LBRT
-27.1%
+17.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.7% |
| 7D | -0.8% | +9.2% | -10.0% | -1.1% |
| 30D | +10.0% | -27.5% | +37.5% | +11.2% |
| 3M | -11.0% | -37.9% | +26.9% | -9.5% |
| 6M | -20.1% | -60.7% | +40.6% | -16.5% |
| YTD | -36.3% | -28.5% | -7.8% | -38.3% |
| 1Y | -36.8% | -13.2% | -23.6% | -40.6% |
| 3Y | -9.5% | -28.8% | +19.2% | -19.6% |
| All | -9.5% | -27.1% | +17.5% | -19.6% |
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 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