-3.5%
BAC vs LBRT
-23.4%
+19.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.2% |
| 7D | -1.9% | -1.9% | 0.0% | -1.8% |
| 30D | -7.2% | -32.0% | +24.9% | -5.7% |
| 3M | -20.4% | -39.7% | +19.3% | -18.8% |
| 6M | +1.3% | -61.1% | +62.4% | +4.5% |
| YTD | -6.4% | -29.4% | +23.0% | -9.3% |
| 1Y | -3.5% | -24.5% | +21.0% | -8.2% |
| All | -3.5% | -23.4% | +19.9% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling