-20.9%
BITO vs LBRT
-7.6%
-13.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.7% |
| 7D | -9.2% | +9.2% | -18.4% | -10.4% |
| 30D | -15.9% | -27.5% | +11.6% | -12.6% |
| 3M | +7.3% | -37.9% | +45.2% | +13.5% |
| 6M | -15.2% | -60.7% | +45.5% | -4.8% |
| YTD | -23.8% | -28.5% | +4.7% | -23.1% |
| 1Y | -32.2% | -13.2% | -19.0% | -33.9% |
| 3Y | +55.1% | -28.8% | +83.9% | +50.4% |
| 5Y | -16.7% | +28.0% | -44.6% | -29.4% |
| All | -20.9% | -7.6% | -13.3% | -29.7% |
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 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