+48.0%
BAX vs LBRT
-25.0%
+73.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -11.2% | +15.2% | +3.0% |
| 7D | +4.1% | -25.3% | +29.4% | +1.9% |
| 30D | +9.4% | -32.9% | +42.3% | +6.7% |
| 3M | -6.5% | -33.3% | +26.8% | -8.8% |
| 6M | +59.6% | -61.0% | +120.5% | +52.7% |
| YTD | +38.9% | -28.0% | +66.9% | +32.5% |
| 1Y | +48.0% | -21.5% | +69.5% | +42.3% |
| All | +48.0% | -25.0% | +73.0% | +42.3% |
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