-21.4%
BAX vs LBRT
-41.2%
+19.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.7% | +10.5% | -2.3% |
| 7D | +9.1% | -34.8% | +44.0% | +12.0% |
| 30D | +5.3% | -43.6% | +48.9% | +9.2% |
| 3M | -6.1% | -41.2% | +35.1% | -3.3% |
| 6M | +53.3% | -66.1% | +119.3% | +65.8% |
| YTD | +34.4% | -37.9% | +72.3% | +33.1% |
| 1Y | +43.2% | -33.9% | +77.1% | +40.1% |
| All | -21.4% | -41.2% | +19.8% | -27.3% |
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 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