+38.8%
BMY vs LBRT
-27.7%
+66.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +0.9% |
| 7D | +1.8% | -15.7% | +17.4% | +1.1% |
| 30D | +6.2% | -34.3% | +40.5% | +4.9% |
| 3M | -2.1% | -40.6% | +38.5% | -3.5% |
| 6M | +14.3% | -62.0% | +76.3% | +12.1% |
| YTD | +21.6% | -31.6% | +53.2% | +18.3% |
| 1Y | +38.8% | -25.8% | +64.6% | +32.8% |
| All | +38.8% | -27.7% | +66.5% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling