+23.7%
BEN vs LBRT
-22.5%
+46.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.4% | -0.7% | +3.7% |
| 7D | +6.6% | -29.1% | +35.8% | +12.9% |
| 30D | +3.8% | -38.4% | +42.2% | +12.5% |
| 3M | +0.2% | -40.1% | +40.3% | +8.7% |
| 6M | +10.4% | -62.9% | +73.3% | +29.4% |
| YTD | +46.2% | -34.5% | +80.7% | +51.2% |
| 1Y | +52.3% | -30.2% | +82.5% | +55.0% |
| 3Y | +65.9% | -37.5% | +103.4% | +64.0% |
| 5Y | +20.6% | +7.6% | +13.0% | +1.3% |
| All | +23.7% | -22.5% | +46.2% | -11.6% |
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