+157.7%
BLK vs LBRT
+33.5%
+124.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -3.6% | +8.7% | -12.4% | -4.8% |
| 30D | -1.0% | +6.6% | -7.6% | -2.1% |
| 3M | +10.4% | -34.5% | +44.8% | +16.1% |
| 6M | +8.2% | -24.5% | +32.7% | +10.9% |
| YTD | +6.0% | +12.7% | -6.7% | +1.9% |
| 1Y | +3.3% | +94.8% | -91.5% | -9.8% |
| 3Y | +70.3% | +31.9% | +38.4% | +53.0% |
| 5Y | +34.5% | +111.8% | -77.3% | +8.7% |
| All | +157.7% | +33.5% | +124.2% | +86.4% |
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