+160.7%
BKNG vs LBRT
+33.5%
+127.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -6.0% | +8.7% | -14.7% | -7.2% |
| 30D | -6.6% | +6.6% | -13.2% | -7.8% |
| 3M | +15.7% | -34.5% | +50.2% | +22.0% |
| 6M | +14.1% | -24.5% | +38.6% | +16.6% |
| YTD | -9.3% | +12.7% | -22.1% | -13.8% |
| 1Y | -12.8% | +94.8% | -107.6% | -25.6% |
| 3Y | +58.4% | +31.9% | +26.6% | +38.7% |
| 5Y | +114.1% | +111.8% | +2.3% | +63.2% |
| All | +160.7% | +33.5% | +127.2% | +69.9% |
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 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