+102.5%
BBY vs LBRT
-19.0%
+121.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.4% | -1.6% |
| 7D | +10.9% | -15.7% | +26.6% | +13.2% |
| 30D | +19.6% | -34.3% | +53.9% | +26.1% |
| 3M | +27.6% | -40.6% | +68.2% | +36.0% |
| 6M | +79.4% | -62.0% | +141.4% | +102.8% |
| YTD | +61.7% | -31.6% | +93.3% | +63.3% |
| 1Y | +40.3% | -25.8% | +66.1% | +39.3% |
| 3Y | +87.9% | -30.4% | +118.3% | +81.6% |
| 5Y | +0.2% | +18.7% | -18.5% | -14.8% |
| All | +102.5% | -19.0% | +121.5% | +44.5% |
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