+593.0%
BE vs LBRT
-23.3%
+616.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.4% | -2.0% | +1.3% |
| 7D | -14.7% | -29.1% | +14.4% | -2.7% |
| 30D | -40.5% | -38.4% | -2.1% | -28.2% |
| 3M | -24.3% | -40.1% | +15.7% | -8.0% |
| 6M | -39.3% | -62.9% | +23.6% | -12.7% |
| YTD | +99.4% | -34.5% | +133.9% | +130.1% |
| 1Y | +26.6% | -30.2% | +56.8% | +43.9% |
| 3Y | +1,616.9% | -37.5% | +1,654.4% | +1,801.9% |
| 5Y | +441.4% | +7.6% | +433.8% | +358.8% |
| All | +593.0% | -23.3% | +616.2% | +283.1% |
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