+106.7%
BBY vs LBRT
-16.2%
+122.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.1% | -1.4% | +5.5% |
| 7D | +10.5% | -11.9% | +22.5% | +12.2% |
| 30D | +22.1% | -31.9% | +54.1% | +28.1% |
| 3M | +31.0% | -34.9% | +65.8% | +37.6% |
| 6M | +83.2% | -60.7% | +143.9% | +106.0% |
| YTD | +65.1% | -29.2% | +94.3% | +65.9% |
| 1Y | +41.6% | -23.6% | +65.3% | +40.0% |
| 3Y | +95.6% | -26.8% | +122.4% | +87.6% |
| 5Y | +1.0% | +16.3% | -15.3% | -13.7% |
| All | +106.7% | -16.2% | +122.9% | +46.8% |
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