-9.4%
LYB vs LBRT
+33.5%
-42.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.3% |
| 7D | -0.2% | +8.7% | -9.0% | -2.6% |
| 30D | +8.7% | +6.6% | +2.1% | +6.5% |
| 3M | -3.0% | -34.5% | +31.4% | +7.3% |
| 6M | +4.7% | -24.5% | +29.2% | +10.9% |
| YTD | +51.6% | +12.7% | +38.9% | +41.6% |
| 1Y | +24.4% | +94.8% | -70.5% | -3.8% |
| 3Y | -23.5% | +31.9% | -55.3% | -36.8% |
| 5Y | -6.5% | +111.8% | -118.3% | -37.7% |
| All | -9.4% | +33.5% | -42.9% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling