+25.1%
BDX vs LBRT
-27.1%
+52.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.1% |
| 7D | +2.9% | +9.2% | -6.3% | +2.8% |
| 30D | +15.4% | -27.5% | +43.0% | +15.9% |
| 3M | +20.5% | -37.9% | +58.4% | +21.5% |
| 6M | +53.2% | -60.7% | +113.9% | +56.7% |
| YTD | +45.7% | -28.5% | +74.2% | +42.9% |
| 1Y | +47.3% | -13.2% | +60.5% | +42.5% |
| 3Y | +25.1% | -28.8% | +53.8% | +18.2% |
| All | +25.1% | -27.1% | +52.1% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling