-8.3%
LYB vs LBRT
+34.6%
-42.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +1.3% |
| 7D | -0.7% | +2.3% | -3.0% | -1.4% |
| 30D | +1.5% | -2.9% | +4.5% | +2.0% |
| 3M | -0.3% | -26.1% | +25.8% | +6.7% |
| 6M | +0.1% | -26.2% | +26.2% | +6.6% |
| YTD | +53.4% | +13.7% | +39.8% | +42.9% |
| 1Y | +25.6% | +93.6% | -67.9% | -2.6% |
| 3Y | -21.3% | +23.2% | -44.5% | -33.7% |
| 5Y | -2.4% | +125.5% | -128.0% | -36.3% |
| All | -8.3% | +34.6% | -42.9% | -49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling