+271.4%
B vs LBRT
+33.5%
+237.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -1.6% | +8.3% | -9.8% | -2.0% |
| 30D | +9.4% | +6.1% | +3.3% | +8.9% |
| 3M | +5.0% | -34.8% | +39.7% | +7.2% |
| 6M | -3.5% | -24.8% | +21.3% | -2.5% |
| YTD | +4.5% | +12.2% | -7.8% | +3.0% |
| 1Y | +67.8% | +94.0% | -26.2% | +59.4% |
| 3Y | +196.7% | +31.3% | +165.4% | +185.3% |
| 5Y | +151.9% | +111.8% | +40.1% | +134.6% |
| All | +271.4% | +33.5% | +237.9% | +216.2% |
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