+31.6%
BEN vs LBRT
-16.2%
+47.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.1% | -1.8% | +4.9% |
| 7D | +12.2% | -11.9% | +24.1% | +14.5% |
| 30D | +12.1% | -31.9% | +44.0% | +19.3% |
| 3M | +7.3% | -34.9% | +42.2% | +14.6% |
| 6M | +17.9% | -60.7% | +78.5% | +36.7% |
| YTD | +55.4% | -29.2% | +84.7% | +58.5% |
| 1Y | +69.3% | -23.6% | +93.0% | +69.5% |
| 3Y | +82.8% | -26.8% | +109.7% | +75.4% |
| 5Y | +28.8% | +16.3% | +12.5% | +6.7% |
| All | +31.6% | -16.2% | +47.8% | -7.3% |
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