-14.9%
BAX vs LBRT
-30.4%
+15.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.3% |
| 7D | +3.6% | -15.7% | +19.3% | +4.6% |
| 30D | +8.5% | -34.3% | +42.8% | +11.2% |
| 3M | -4.9% | -40.6% | +35.8% | -1.9% |
| 6M | +47.0% | -62.0% | +109.0% | +57.6% |
| YTD | +38.4% | -31.6% | +70.1% | +36.2% |
| 1Y | +49.1% | -25.8% | +74.9% | +44.6% |
| 3Y | -14.9% | -30.4% | +15.5% | -23.0% |
| All | -14.9% | -30.4% | +15.5% | -23.0% |
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