+117.9%
BKNG vs LBRT
-16.2%
+134.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -4.5% | +13.8% | -18.3% | -6.3% |
| 30D | +2.3% | -32.4% | +34.7% | +7.3% |
| 3M | -23.9% | -39.9% | +16.0% | -19.2% |
| 6M | +0.9% | -60.8% | +61.7% | +13.2% |
| YTD | -24.2% | -29.3% | +5.1% | -23.8% |
| 1Y | -21.4% | -18.9% | -2.6% | -23.0% |
| 3Y | +34.2% | -28.0% | +62.2% | +27.9% |
| 5Y | +68.3% | +26.6% | +41.7% | +37.9% |
| All | +117.9% | -16.2% | +134.2% | +50.2% |
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