+39.2%
BMY vs LBRT
-31.1%
+70.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -6.9% | -1.3% |
| 7D | -0.5% | -29.1% | +28.6% | -1.9% |
| 30D | +4.1% | -38.4% | +42.5% | +2.5% |
| 3M | -2.1% | -40.1% | +37.9% | -3.7% |
| 6M | +12.2% | -62.9% | +75.1% | +9.9% |
| YTD | +20.3% | -34.5% | +54.9% | +16.9% |
| 1Y | +39.2% | -30.2% | +69.4% | +33.2% |
| All | +39.2% | -31.1% | +70.3% | +33.2% |
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