+21.9%
BAC vs LBRT
+16.1%
+5.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.1% | -5.8% | +0.9% |
| 7D | +2.0% | -11.9% | +13.9% | +3.7% |
| 30D | -6.9% | -31.9% | +25.0% | -1.4% |
| 3M | -19.6% | -34.9% | +15.3% | -14.4% |
| 6M | -0.5% | -60.7% | +60.2% | +14.5% |
| YTD | -6.6% | -29.2% | +22.6% | -5.5% |
| 1Y | -3.0% | -23.6% | +20.7% | -3.6% |
| 3Y | +97.3% | -26.8% | +124.1% | +88.5% |
| 5Y | +21.9% | +16.3% | +5.5% | +0.9% |
| All | +21.9% | +16.1% | +5.7% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling