+24.7%
BIL vs LBRT
-22.5%
+47.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.3% | 0.0% |
| 7D | -0.3% | -29.1% | +28.9% | -0.3% |
| 30D | 0.0% | -38.4% | +38.4% | 0.0% |
| 3M | +0.6% | -40.1% | +40.7% | +0.6% |
| 6M | +1.5% | -62.9% | +64.4% | +1.5% |
| YTD | +2.8% | -34.5% | +37.3% | +2.8% |
| 1Y | +3.3% | -30.2% | +33.6% | +3.3% |
| 3Y | +13.5% | -37.5% | +50.9% | +13.5% |
| 5Y | +19.8% | +7.6% | +12.2% | +19.8% |
| All | +24.7% | -22.5% | +47.1% | +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