+25.1%
BIL vs LBRT
-16.4%
+41.5%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | 0.0% |
| 7D | +0.1% | -1.9% | +2.0% | +0.1% |
| 30D | +0.3% | -32.0% | +32.4% | +0.3% |
| 3M | +0.9% | -39.7% | +40.6% | +0.9% |
| 6M | +1.9% | -61.1% | +62.9% | +1.8% |
| YTD | +3.1% | -29.4% | +32.5% | +3.1% |
| 1Y | +3.7% | -24.5% | +28.2% | +3.7% |
| 3Y | +13.8% | -28.1% | +41.9% | +13.8% |
| 5Y | +20.2% | +23.9% | -3.6% | +20.2% |
| All | +25.1% | -16.4% | +41.5% | +25.1% |
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