+116.8%
BHP vs LBRT
+6.0%
+110.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +0.7% |
| 7D | +0.9% | -29.1% | +30.1% | +6.8% |
| 30D | -6.3% | -38.4% | +32.1% | +1.7% |
| 3M | -7.1% | -40.1% | +32.9% | +0.9% |
| 6M | -3.2% | -62.9% | +59.7% | +14.1% |
| YTD | +37.9% | -34.5% | +72.4% | +43.0% |
| 1Y | +49.7% | -30.2% | +79.9% | +52.8% |
| 3Y | +51.7% | -37.5% | +89.2% | +49.5% |
| All | +116.8% | +6.0% | +110.8% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling