+69.5%
BBY vs LBRT
+34.6%
+35.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +1.0% |
| 7D | +0.7% | +2.3% | -1.6% | +0.3% |
| 30D | +5.8% | -2.9% | +8.7% | +6.0% |
| 3M | +18.0% | -26.1% | +44.1% | +22.4% |
| 6M | +39.8% | -26.2% | +66.0% | +43.6% |
| YTD | +35.4% | +13.7% | +21.7% | +28.3% |
| 1Y | +21.4% | +93.6% | -72.2% | +3.7% |
| 3Y | +39.5% | +23.2% | +16.3% | +25.0% |
| 5Y | -0.5% | +125.5% | -126.0% | -22.7% |
| All | +69.5% | +34.6% | +35.0% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling