+289.5%
LYV vs LBRT
+38.7%
+250.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.5% |
| 7D | -3.8% | +6.9% | -10.7% | -5.0% |
| 30D | -5.7% | +7.8% | -13.4% | -7.2% |
| 3M | +6.9% | -25.3% | +32.1% | +11.3% |
| 6M | +9.2% | -19.6% | +28.7% | +11.0% |
| YTD | +19.6% | +17.2% | +2.5% | +12.0% |
| 1Y | +0.6% | +114.1% | -113.5% | -18.2% |
| 3Y | +110.6% | +27.0% | +83.6% | +82.3% |
| 5Y | +96.6% | +128.3% | -31.7% | +39.9% |
| All | +289.5% | +38.7% | +250.8% | +127.2% |
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