+288.8%
LYV vs LBRT
+35.9%
+253.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.1% |
| 7D | -1.9% | +1.8% | -3.7% | -2.3% |
| 30D | -8.2% | -2.5% | -5.7% | -8.0% |
| 3M | -1.3% | -24.9% | +23.6% | +2.7% |
| 6M | +2.6% | -29.5% | +32.1% | +7.0% |
| YTD | +19.4% | +14.7% | +4.7% | +12.2% |
| 1Y | -2.2% | +91.7% | -94.0% | -18.7% |
| 3Y | +106.0% | +24.6% | +81.4% | +78.9% |
| 5Y | +97.7% | +127.7% | -30.0% | +40.6% |
| All | +288.8% | +35.9% | +253.0% | +127.5% |
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