-5.1%
SLB vs LBRT
-41.2%
+36.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.7% | +10.0% | -0.2% |
| 7D | -7.7% | -34.8% | +27.1% | +2.5% |
| 30D | -0.7% | -43.6% | +42.9% | +14.3% |
| 3M | 0.0% | -41.2% | +41.2% | +13.5% |
| 6M | -10.4% | -66.1% | +55.6% | +17.1% |
| YTD | +31.5% | -37.9% | +69.3% | +39.0% |
| 1Y | +39.1% | -33.9% | +73.0% | +43.5% |
| All | -5.1% | -41.2% | +36.1% | -6.1% |
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