+23.2%
BDX vs LBRT
+6.0%
+17.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -0.9% |
| 7D | +7.1% | -29.1% | +36.2% | +8.0% |
| 30D | +17.6% | -38.4% | +56.0% | +19.2% |
| 3M | +20.4% | -40.1% | +60.4% | +22.0% |
| 6M | +48.3% | -62.9% | +111.2% | +53.0% |
| YTD | +41.6% | -34.5% | +76.1% | +40.7% |
| 1Y | +55.7% | -30.2% | +85.9% | +54.0% |
| 3Y | +10.6% | -37.5% | +48.1% | +7.4% |
| All | +23.2% | +6.0% | +17.2% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling