+911.5%
BE vs LBRT
+32.1%
+879.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.3% | +7.0% |
| 7D | +20.0% | +8.3% | +11.7% | +16.5% |
| 30D | +7.9% | +6.1% | +1.8% | +5.2% |
| 3M | -13.2% | -34.8% | +21.5% | +0.2% |
| 6M | +53.5% | -24.8% | +78.3% | +67.8% |
| YTD | +191.0% | +12.2% | +178.8% | +172.7% |
| 1Y | +360.5% | +94.0% | +266.5% | +251.7% |
| 3Y | +1,568.0% | +31.3% | +1,536.7% | +1,287.3% |
| 5Y | +1,055.2% | +111.8% | +943.4% | +646.9% |
| All | +911.5% | +32.1% | +879.4% | +353.4% |
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