+18.1%
BDX vs LBRT
+38.7%
-20.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -7.0% | -3.3% |
| 7D | -4.3% | +6.9% | -11.2% | -4.6% |
| 30D | +1.3% | +7.8% | -6.5% | +0.8% |
| 3M | +20.2% | -25.3% | +45.5% | +21.7% |
| 6M | +8.6% | -19.6% | +28.2% | +9.1% |
| YTD | +19.0% | +17.2% | +1.8% | +16.6% |
| 1Y | +21.2% | +114.1% | -92.9% | +13.9% |
| 3Y | -9.7% | +27.0% | -36.7% | -13.7% |
| 5Y | -3.4% | +128.3% | -131.7% | -12.2% |
| All | +18.1% | +38.7% | -20.7% | +4.6% |
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