-9.4%
BITO vs LBRT
+56.1%
-65.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.7% |
| 7D | +1.1% | +10.2% | -9.1% | -0.3% |
| 30D | +21.8% | +4.9% | +16.9% | +20.7% |
| 3M | +25.0% | -21.2% | +46.2% | +28.3% |
| 6M | +11.3% | -19.9% | +31.3% | +13.2% |
| YTD | -12.7% | +20.8% | -33.5% | -17.4% |
| 1Y | -32.3% | +123.5% | -155.8% | -43.1% |
| 3Y | +150.3% | +30.9% | +119.4% | +123.3% |
| All | -9.4% | +56.1% | -65.5% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling