+3.2%
SLB vs LBRT
+25.4%
-22.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.1% |
| 7D | +0.8% | +8.3% | -7.4% | -1.3% |
| 30D | +15.8% | +6.1% | +9.7% | +13.8% |
| 3M | -0.3% | -34.8% | +34.4% | +11.0% |
| 6M | +21.3% | -24.8% | +46.2% | +28.0% |
| YTD | +52.3% | +12.2% | +40.1% | +39.2% |
| 1Y | +63.6% | +94.0% | -30.4% | +19.2% |
| All | +3.2% | +25.4% | -22.2% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling