+50.6%
LYB vs LBRT
-25.0%
+75.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -11.2% | +6.5% | -3.2% |
| 7D | -6.2% | -25.3% | +19.1% | -2.8% |
| 30D | +6.3% | -32.9% | +39.2% | +11.7% |
| 3M | +4.1% | -33.3% | +37.4% | +9.2% |
| 6M | -15.5% | -61.0% | +45.5% | -4.7% |
| YTD | +50.2% | -28.0% | +78.3% | +65.0% |
| 1Y | +50.6% | -21.5% | +72.1% | +69.3% |
| All | +50.6% | -25.0% | +75.6% | +69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling