+102.0%
BAC vs LBRT
-16.2%
+118.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.5% | +13.8% | -12.3% | -1.3% |
| 30D | -6.4% | -32.4% | +26.0% | +0.6% |
| 3M | -21.7% | -39.9% | +18.2% | -13.9% |
| 6M | +0.5% | -60.8% | +61.3% | +19.2% |
| YTD | -6.7% | -29.3% | +22.6% | -4.4% |
| 1Y | -4.7% | -18.9% | +14.2% | -5.6% |
| 3Y | +96.1% | -28.0% | +124.1% | +88.9% |
| 5Y | +21.7% | +26.6% | -4.9% | -2.9% |
| All | +102.0% | -16.2% | +118.2% | +31.1% |
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