+24.3%
BIL vs LBRT
-26.4%
+50.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.7% | +13.7% | 0.0% |
| 7D | -0.3% | -34.8% | +34.5% | -0.3% |
| 30D | 0.0% | -43.6% | +43.6% | 0.0% |
| 3M | +0.3% | -41.2% | +41.5% | +0.3% |
| 6M | +1.2% | -66.1% | +67.3% | +1.2% |
| YTD | +2.4% | -37.9% | +40.3% | +2.4% |
| 1Y | +3.0% | -33.9% | +36.9% | +3.0% |
| 3Y | +13.1% | -40.9% | +54.0% | +13.1% |
| 5Y | +19.4% | +2.1% | +17.3% | +19.4% |
| All | +24.3% | -26.4% | +50.7% | +24.3% |
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