+641.7%
BE vs LBRT
-19.9%
+661.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -3.0% |
| 7D | -13.4% | -15.7% | +2.3% | -7.0% |
| 30D | -33.9% | -34.3% | +0.4% | -22.0% |
| 3M | -12.0% | -40.6% | +28.7% | +7.7% |
| 6M | -29.0% | -62.0% | +33.0% | +1.4% |
| YTD | +113.4% | -31.6% | +145.0% | +142.7% |
| 1Y | +33.2% | -25.8% | +59.0% | +48.2% |
| 3Y | +1,659.2% | -30.4% | +1,689.6% | +1,777.9% |
| 5Y | +461.4% | +18.7% | +442.7% | +359.1% |
| All | +641.7% | -19.9% | +661.6% | +304.0% |
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