-11.7%
LVS vs LBRT
-38.0%
+26.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.8% | -0.6% |
| 7D | +11.1% | -29.1% | +40.2% | +12.3% |
| 30D | +14.7% | -38.4% | +53.1% | +16.7% |
| 3M | -10.9% | -40.1% | +29.1% | -9.4% |
| 6M | -22.3% | -62.9% | +40.5% | -18.8% |
| YTD | -35.8% | -34.5% | -1.3% | -37.6% |
| 1Y | -33.5% | -30.2% | -3.2% | -36.1% |
| 3Y | -11.7% | -37.5% | +25.8% | -20.5% |
| All | -11.7% | -38.0% | +26.3% | -20.5% |
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