+182.1%
BLK vs LBRT
-19.0%
+201.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.1% |
| 7D | +5.2% | -15.7% | +20.9% | +7.4% |
| 30D | +12.9% | -34.3% | +47.2% | +18.9% |
| 3M | +8.6% | -40.6% | +49.2% | +15.6% |
| 6M | +13.9% | -62.0% | +75.9% | +28.1% |
| YTD | +16.1% | -31.6% | +47.7% | +18.6% |
| 1Y | +15.3% | -25.8% | +41.1% | +16.2% |
| 3Y | +96.5% | -30.4% | +126.9% | +92.1% |
| 5Y | +43.8% | +18.7% | +25.2% | +25.7% |
| All | +182.1% | -19.0% | +201.1% | +116.9% |
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