+737.9%
BE vs LBRT
-17.3%
+755.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +3.3% | +9.7% | +11.7% |
| 7D | +4.5% | -1.9% | +6.4% | +6.1% |
| 30D | -20.1% | -32.0% | +11.9% | -6.9% |
| 3M | -0.8% | -39.7% | +38.9% | +20.7% |
| 6M | -26.2% | -61.1% | +34.9% | +4.4% |
| YTD | +141.1% | -29.4% | +170.5% | +171.0% |
| 1Y | +64.8% | -24.5% | +89.3% | +82.5% |
| 3Y | +1,887.4% | -28.1% | +1,915.5% | +1,997.6% |
| 5Y | +518.1% | +23.9% | +494.2% | +397.8% |
| All | +737.9% | -17.3% | +755.1% | +351.3% |
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