-44.5%
BA vs LBRT
-22.5%
-22.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -0.7% |
| 7D | +1.1% | -29.1% | +30.2% | +8.3% |
| 30D | -7.9% | -38.4% | +30.5% | +1.4% |
| 3M | -25.3% | -40.1% | +14.7% | -17.6% |
| 6M | -24.6% | -62.9% | +38.3% | -8.7% |
| YTD | -20.1% | -34.5% | +14.4% | -17.6% |
| 1Y | -11.8% | -30.2% | +18.5% | -10.8% |
| 3Y | -10.1% | -37.5% | +27.3% | -12.6% |
| 5Y | -22.7% | +7.6% | -30.3% | -39.5% |
| All | -44.5% | -22.5% | -22.1% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling