-10.6%
BITO vs LBRT
+48.3%
-58.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -3.4% | +1.8% | -5.2% | -3.7% |
| 30D | +21.4% | -2.5% | +23.9% | +21.6% |
| 3M | +20.5% | -24.9% | +45.4% | +24.4% |
| 6M | +7.4% | -29.5% | +36.8% | +11.3% |
| YTD | -13.9% | +14.7% | -28.6% | -17.9% |
| 1Y | -35.1% | +91.7% | -126.8% | -44.0% |
| 3Y | +156.8% | +24.6% | +132.2% | +130.6% |
| All | -10.6% | +48.3% | -58.9% | -25.0% |
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