+97.6%
LYV vs LBRT
+117.3%
-19.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +5.9% | +0.7% |
| 7D | -4.2% | +2.3% | -6.5% | -4.5% |
| 30D | -7.2% | -2.9% | -4.3% | -7.0% |
| 3M | +1.5% | -26.1% | +27.7% | +4.5% |
| 6M | +2.7% | -26.2% | +28.9% | +5.0% |
| YTD | +19.4% | +13.7% | +5.7% | +14.1% |
| 1Y | -0.5% | +93.6% | -94.0% | -13.5% |
| 3Y | +110.1% | +23.2% | +86.9% | +89.2% |
| 5Y | +97.6% | +125.5% | -27.9% | +48.7% |
| All | +97.6% | +117.3% | -19.8% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling