-30.0%
BAX vs LBRT
+25.4%
-55.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -1.1% | +8.3% | -9.4% | -1.8% |
| 30D | -5.5% | +6.1% | -11.6% | -6.1% |
| 3M | +33.5% | -34.8% | +68.3% | +38.2% |
| 6M | +35.9% | -24.8% | +60.7% | +37.6% |
| YTD | +35.4% | +12.2% | +23.1% | +29.5% |
| 1Y | +9.8% | +94.0% | -84.2% | -4.3% |
| All | -30.0% | +25.4% | -55.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling