+701.6%
BE vs LBRT
-15.7%
+717.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -11.2% | +4.8% | -2.1% |
| 7D | -12.1% | -25.3% | +13.2% | -2.1% |
| 30D | -30.1% | -32.9% | +2.8% | -18.7% |
| 3M | -12.1% | -33.3% | +21.2% | +2.0% |
| 6M | -30.6% | -61.0% | +30.4% | -2.6% |
| YTD | +130.6% | -28.0% | +158.6% | +155.5% |
| 1Y | +55.3% | -21.5% | +76.8% | +68.2% |
| 3Y | +1,755.6% | -31.5% | +1,787.0% | +1,875.8% |
| 5Y | +564.5% | +12.3% | +552.1% | +450.1% |
| All | +701.6% | -15.7% | +717.3% | +325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling