-15.5%
SLB vs LBRT
-16.2%
+0.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.6% | +13.8% | -11.3% | -3.0% |
| 30D | +4.4% | -32.4% | +36.8% | +20.3% |
| 3M | -2.7% | -39.9% | +37.2% | +16.9% |
| 6M | -7.5% | -60.8% | +53.3% | +29.2% |
| YTD | +34.8% | -29.3% | +64.1% | +41.5% |
| 1Y | +44.6% | -18.9% | +63.5% | +42.0% |
| 3Y | +3.2% | -28.0% | +31.2% | -3.5% |
| 5Y | +73.6% | +26.6% | +47.0% | +22.1% |
| All | -15.5% | -16.2% | +0.7% | -51.2% |
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 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