+65.4%
SLB vs LBRT
+1.0%
+64.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.7% | +10.0% | +1.5% |
| 7D | -7.7% | -34.8% | +27.1% | +7.6% |
| 30D | -0.7% | -43.6% | +42.9% | +22.0% |
| 3M | 0.0% | -41.2% | +41.2% | +20.2% |
| 6M | -10.4% | -66.1% | +55.6% | +31.2% |
| YTD | +31.5% | -37.9% | +69.3% | +42.9% |
| 1Y | +39.1% | -33.9% | +73.0% | +46.0% |
| 3Y | -5.7% | -40.9% | +35.1% | -6.4% |
| 5Y | +65.4% | +2.1% | +63.3% | +14.8% |
| All | +65.4% | +1.0% | +64.4% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling