+135.1%
BKNG vs LBRT
+34.6%
+100.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +1.4% |
| 7D | -10.7% | +2.3% | -13.0% | -11.1% |
| 30D | -18.1% | -2.9% | -15.2% | -18.0% |
| 3M | +8.5% | -26.1% | +34.7% | +12.2% |
| 6M | -0.1% | -26.2% | +26.1% | +2.4% |
| YTD | -18.2% | +13.7% | -31.9% | -22.4% |
| 1Y | -19.9% | +93.6% | -113.4% | -31.6% |
| 3Y | +41.6% | +23.2% | +18.4% | +25.5% |
| 5Y | +93.1% | +125.5% | -32.4% | +45.3% |
| All | +135.1% | +34.6% | +100.5% | +52.9% |
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