-32.1%
BA vs LBRT
+33.5%
-65.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | +1.2% | +8.7% | -7.6% | -0.8% |
| 30D | -11.6% | +6.6% | -18.2% | -13.2% |
| 3M | -2.4% | -34.5% | +32.1% | +5.7% |
| 6M | -6.6% | -24.5% | +17.9% | -3.5% |
| YTD | -2.2% | +12.7% | -15.0% | -9.3% |
| 1Y | -8.0% | +94.8% | -102.9% | -27.5% |
| 3Y | -5.0% | +31.9% | -36.9% | -21.7% |
| 5Y | -2.7% | +111.8% | -114.5% | -35.0% |
| All | -32.1% | +33.5% | -65.6% | -64.2% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling