+46.1%
BMY vs LBRT
+33.5%
+12.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.3% | -2.0% |
| 7D | +0.4% | +8.7% | -8.4% | -0.1% |
| 30D | +5.0% | +6.6% | -1.6% | +4.5% |
| 3M | +19.4% | -34.5% | +53.9% | +21.9% |
| 6M | +9.5% | -24.5% | +34.0% | +10.6% |
| YTD | +28.1% | +12.7% | +15.3% | +25.9% |
| 1Y | +50.0% | +94.8% | -44.9% | +41.6% |
| 3Y | +24.1% | +31.9% | -7.8% | +18.3% |
| 5Y | +25.0% | +111.8% | -86.8% | +13.2% |
| All | +46.1% | +33.5% | +12.7% | +26.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling