-21.8%
LYB vs LBRT
+29.0%
-50.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.9% |
| 7D | -3.1% | +10.2% | -13.3% | -5.3% |
| 30D | +4.0% | +4.9% | -0.8% | +2.6% |
| 3M | +2.4% | -21.2% | +23.6% | +7.0% |
| 6M | -1.4% | -19.9% | +18.5% | +2.3% |
| YTD | +53.9% | +20.8% | +33.2% | +42.8% |
| 1Y | +26.1% | +123.5% | -97.5% | -4.7% |
| All | -21.8% | +29.0% | -50.7% | -35.8% |
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