+19.7%
BAC vs LBRT
+1.0%
+18.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -13.7% | +10.1% | -1.3% |
| 7D | -2.7% | -34.8% | +32.1% | +4.0% |
| 30D | -8.0% | -43.6% | +35.6% | +0.6% |
| 3M | -20.9% | -41.2% | +20.3% | -14.3% |
| 6M | -5.4% | -66.1% | +60.7% | +11.7% |
| YTD | -8.1% | -37.9% | +29.8% | -4.8% |
| 1Y | -3.1% | -33.9% | +30.8% | -1.3% |
| 3Y | +88.1% | -40.9% | +129.0% | +86.9% |
| 5Y | +19.7% | +2.1% | +17.6% | +1.5% |
| All | +19.7% | +1.0% | +18.7% | +1.5% |
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 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