+219.7%
BMNR vs LBRT
+81.4%
+138.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -0.6% |
| 7D | +6.0% | +6.9% | -0.9% | +6.4% |
| 30D | +31.6% | +7.8% | +23.8% | +32.3% |
| 3M | +47.0% | -25.3% | +72.3% | +44.0% |
| 6M | +31.2% | -19.6% | +50.8% | +32.2% |
| YTD | -8.8% | +17.2% | -25.9% | +2.3% |
| 1Y | -43.4% | +114.1% | -157.5% | -9.8% |
| All | +219.7% | +81.4% | +138.3% | +346.8% |
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