+53.4%
BHP vs LBRT
-25.0%
+78.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -11.2% | +13.8% | +3.6% |
| 7D | -2.5% | -25.3% | +22.8% | +0.2% |
| 30D | -7.7% | -32.9% | +25.2% | -4.2% |
| 3M | -6.4% | -33.3% | +27.0% | -2.8% |
| 6M | +5.2% | -61.0% | +66.1% | +14.0% |
| YTD | +38.3% | -28.0% | +66.3% | +37.7% |
| 1Y | +53.4% | -21.5% | +74.9% | +52.6% |
| All | +53.4% | -25.0% | +78.4% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling