+150.7%
BAC vs LBRT
+33.5%
+117.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +0.6% | +8.3% | -7.7% | -1.1% |
| 30D | -0.9% | +6.1% | -7.0% | -2.4% |
| 3M | +16.3% | -34.8% | +51.1% | +25.4% |
| 6M | +26.0% | -24.8% | +50.8% | +30.5% |
| YTD | +15.2% | +12.2% | +3.0% | +8.3% |
| 1Y | +26.5% | +94.0% | -67.5% | +2.9% |
| 3Y | +132.4% | +31.3% | +101.1% | +98.2% |
| 5Y | +72.6% | +111.8% | -39.3% | +23.8% |
| All | +150.7% | +33.5% | +117.2% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling