+216.9%
BHP vs LBRT
-22.5%
+239.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +0.6% |
| 7D | +0.9% | -29.1% | +30.1% | +7.4% |
| 30D | -6.3% | -38.4% | +32.1% | +2.4% |
| 3M | -7.1% | -40.1% | +32.9% | +1.6% |
| 6M | -3.2% | -62.9% | +59.7% | +15.4% |
| YTD | +37.9% | -34.5% | +72.4% | +44.2% |
| 1Y | +49.7% | -30.2% | +79.9% | +54.0% |
| 3Y | +51.7% | -37.5% | +89.2% | +50.9% |
| 5Y | +122.0% | +7.6% | +114.4% | +88.4% |
| All | +216.9% | -22.5% | +239.3% | +126.4% |
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