+24.7%
BIL vs LBRT
-19.0%
+43.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | 0.0% |
| 7D | +0.1% | -15.7% | +15.7% | +0.1% |
| 30D | 0.0% | -34.3% | +34.2% | 0.0% |
| 3M | +0.6% | -40.6% | +41.2% | +0.6% |
| 6M | +1.5% | -62.0% | +63.5% | +1.5% |
| YTD | +2.8% | -31.6% | +34.4% | +2.8% |
| 1Y | +3.3% | -25.8% | +29.1% | +3.3% |
| 3Y | +13.4% | -30.4% | +43.8% | +13.4% |
| 5Y | +19.8% | +18.7% | +1.2% | +19.8% |
| All | +24.7% | -19.0% | +43.7% | +24.7% |
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 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