+5.3%
LVS vs LBRT
+6.0%
-0.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.8% | -1.0% |
| 7D | +11.1% | -29.1% | +40.2% | +14.8% |
| 30D | +14.7% | -38.4% | +53.1% | +20.3% |
| 3M | -10.9% | -40.1% | +29.1% | -6.5% |
| 6M | -22.3% | -62.9% | +40.5% | -14.0% |
| YTD | -35.8% | -34.5% | -1.3% | -36.3% |
| 1Y | -33.5% | -30.2% | -3.2% | -35.0% |
| 3Y | -11.7% | -37.5% | +25.8% | -17.0% |
| All | +5.3% | +6.0% | -0.7% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling