+42.2%
BDX vs LBRT
-16.4%
+58.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.7% |
| 7D | +2.5% | -1.9% | +4.4% | +2.6% |
| 30D | +13.6% | -32.0% | +45.6% | +15.4% |
| 3M | +18.9% | -39.7% | +58.6% | +21.4% |
| 6M | +51.8% | -61.1% | +112.9% | +58.1% |
| YTD | +43.3% | -29.4% | +72.7% | +43.5% |
| 1Y | +48.0% | -24.5% | +72.4% | +47.4% |
| 3Y | +23.7% | -28.1% | +51.8% | +21.3% |
| 5Y | +24.9% | +23.9% | +1.0% | +17.0% |
| All | +42.2% | -16.4% | +58.6% | +28.7% |
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