-4.6%
SLB vs LBRT
+33.5%
-38.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.3% |
| 7D | +0.8% | +8.3% | -7.4% | -2.5% |
| 30D | +15.8% | +6.1% | +9.7% | +12.7% |
| 3M | -0.3% | -34.8% | +34.4% | +15.5% |
| 6M | +21.3% | -24.8% | +46.2% | +30.3% |
| YTD | +52.3% | +12.2% | +40.1% | +35.2% |
| 1Y | +63.6% | +94.0% | -30.4% | +9.3% |
| 3Y | +3.8% | +31.3% | -27.5% | -23.3% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling