+258.6%
BHP vs LBRT
+33.5%
+225.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.5% |
| 7D | -2.9% | +8.3% | -11.2% | -4.5% |
| 30D | +3.4% | +6.1% | -2.8% | +1.8% |
| 3M | +4.1% | -34.8% | +38.8% | +12.0% |
| 6M | +20.6% | -24.8% | +45.4% | +24.9% |
| YTD | +56.1% | +12.2% | +43.8% | +48.0% |
| 1Y | +69.6% | +94.0% | -24.4% | +40.8% |
| 3Y | +78.8% | +31.3% | +47.5% | +53.7% |
| 5Y | +113.1% | +111.8% | +1.2% | +57.9% |
| All | +258.6% | +33.5% | +225.1% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling