+97.6%
BAC vs LBRT
-22.5%
+120.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -1.8% |
| 7D | -1.2% | -29.1% | +28.0% | +5.5% |
| 30D | -7.7% | -38.4% | +30.7% | +1.3% |
| 3M | -21.2% | -40.1% | +18.9% | -13.3% |
| 6M | -6.8% | -62.9% | +56.0% | +11.7% |
| YTD | -8.7% | -34.5% | +25.8% | -4.9% |
| 1Y | -5.3% | -30.2% | +24.9% | -3.1% |
| 3Y | +87.4% | -37.5% | +124.9% | +86.3% |
| 5Y | +18.9% | +7.6% | +11.3% | -1.6% |
| All | +97.6% | -22.5% | +120.1% | +30.4% |
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 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