-4.6%
SLB vs LBRT
+33.5%
-38.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | +0.8% | +8.7% | -7.9% | -2.6% |
| 30D | +15.8% | +6.6% | +9.2% | +12.5% |
| 3M | -0.3% | -34.5% | +34.1% | +15.3% |
| 6M | +21.3% | -24.5% | +45.8% | +30.0% |
| YTD | +52.3% | +12.7% | +39.6% | +34.9% |
| 1Y | +63.6% | +94.8% | -31.2% | +9.1% |
| 3Y | +3.8% | +31.9% | -28.1% | -23.4% |
| 5Y | +128.6% | +111.8% | +16.8% | +32.1% |
| All | -4.6% | +33.5% | -38.0% | -53.4% |
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