-17.2%
SLB vs LBRT
-22.5%
+5.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | -1.6% |
| 7D | -7.1% | -29.1% | +22.0% | +5.7% |
| 30D | +4.1% | -38.4% | +42.5% | +24.8% |
| 3M | -2.6% | -40.1% | +37.4% | +17.3% |
| 6M | -8.6% | -62.9% | +54.3% | +30.8% |
| YTD | +32.2% | -34.5% | +66.7% | +43.4% |
| 1Y | +40.7% | -30.2% | +70.9% | +47.4% |
| 3Y | -4.5% | -37.5% | +32.9% | -4.9% |
| 5Y | +66.4% | +7.6% | +58.8% | +25.5% |
| All | -17.2% | -22.5% | +5.3% | -50.5% |
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