+225.5%
BHP vs LBRT
-16.4%
+241.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.5% |
| 7D | +2.4% | -1.9% | +4.3% | +2.6% |
| 30D | -5.4% | -32.0% | +26.7% | +1.4% |
| 3M | -6.9% | -39.7% | +32.8% | +1.8% |
| 6M | -4.3% | -61.1% | +56.7% | +13.0% |
| YTD | +41.6% | -29.4% | +71.0% | +45.9% |
| 1Y | +53.3% | -24.5% | +77.8% | +55.3% |
| 3Y | +58.4% | -28.1% | +86.4% | +53.0% |
| 5Y | +121.3% | +23.9% | +97.4% | +82.4% |
| All | +225.5% | -16.4% | +241.8% | +129.0% |
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