-30.0%
BAX vs LBRT
+26.0%
-55.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.9% |
| 7D | -1.1% | +8.7% | -9.9% | -1.8% |
| 30D | -5.5% | +6.6% | -12.1% | -6.1% |
| 3M | +33.5% | -34.5% | +68.0% | +38.1% |
| 6M | +35.9% | -24.5% | +60.4% | +37.6% |
| YTD | +35.4% | +12.7% | +22.6% | +29.5% |
| 1Y | +9.8% | +94.8% | -85.1% | -4.4% |
| All | -30.0% | +26.0% | -55.9% | -36.8% |
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 2023-09-04 to 2026-09-04: 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling