+52.6%
BHP vs LBRT
-27.1%
+79.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -0.5% | +9.2% | -9.7% | -1.6% |
| 30D | -4.5% | -27.5% | +23.0% | -1.0% |
| 3M | -6.9% | -37.9% | +31.0% | -1.7% |
| 6M | -10.6% | -60.7% | +50.1% | -0.4% |
| YTD | +37.2% | -28.5% | +65.7% | +39.1% |
| 1Y | +48.0% | -13.2% | +61.2% | +45.9% |
| 3Y | +52.6% | -28.8% | +81.3% | +45.7% |
| All | +52.6% | -27.1% | +79.6% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling