+264.8%
BHP vs LBRT
+38.7%
+226.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.0% |
| 7D | +1.3% | +6.9% | -5.7% | -0.1% |
| 30D | +4.0% | +7.8% | -3.8% | +2.1% |
| 3M | +12.3% | -25.3% | +37.6% | +17.5% |
| 6M | +30.8% | -19.6% | +50.4% | +33.7% |
| YTD | +58.8% | +17.2% | +41.6% | +49.2% |
| 1Y | +76.8% | +114.1% | -37.2% | +43.8% |
| 3Y | +87.5% | +27.0% | +60.4% | +62.6% |
| 5Y | +123.9% | +128.3% | -4.4% | +63.4% |
| All | +264.8% | +38.7% | +226.1% | +134.2% |
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