-56.6%
BAX vs LBRT
-22.5%
-34.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.8% | +0.2% |
| 7D | +12.1% | -29.1% | +41.3% | +14.2% |
| 30D | +7.6% | -38.4% | +46.0% | +10.4% |
| 3M | -4.5% | -40.1% | +35.6% | -2.0% |
| 6M | +52.0% | -62.9% | +114.9% | +60.3% |
| YTD | +35.1% | -34.5% | +69.7% | +36.2% |
| 1Y | +43.7% | -30.2% | +73.9% | +44.0% |
| 3Y | -20.9% | -37.5% | +16.5% | -21.9% |
| 5Y | -63.5% | +7.6% | -71.1% | -65.6% |
| All | -56.6% | -22.5% | -34.2% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling