+33.2%
BEN vs LBRT
-16.4%
+49.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.6% |
| 7D | +7.2% | -1.9% | +9.1% | +7.4% |
| 30D | +14.1% | -32.0% | +46.1% | +21.4% |
| 3M | +9.9% | -39.7% | +49.6% | +19.1% |
| 6M | +17.4% | -61.1% | +78.5% | +36.4% |
| YTD | +57.3% | -29.4% | +86.7% | +60.4% |
| 1Y | +66.9% | -24.5% | +91.4% | +67.4% |
| 3Y | +85.7% | -28.1% | +113.8% | +78.7% |
| 5Y | +31.2% | +23.9% | +7.3% | +7.3% |
| All | +33.2% | -16.4% | +49.6% | -6.1% |
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