+25.2%
BIL vs LBRT
-15.3%
+40.5%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +0.1% | +9.2% | -9.1% | +0.1% |
| 30D | +0.3% | -27.5% | +27.9% | +0.3% |
| 3M | +1.0% | -37.9% | +38.8% | +1.0% |
| 6M | +1.9% | -60.7% | +62.6% | +1.9% |
| YTD | +3.2% | -28.5% | +31.7% | +3.2% |
| 1Y | +3.7% | -13.2% | +16.9% | +3.7% |
| 3Y | +13.8% | -28.8% | +42.6% | +13.8% |
| 5Y | +20.3% | +28.0% | -7.7% | +20.3% |
| All | +25.2% | -15.3% | +40.5% | +25.2% |
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