+37.3%
BMY vs LBRT
-22.5%
+59.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -6.9% | -1.9% |
| 7D | -0.5% | -29.1% | +28.6% | +1.1% |
| 30D | +4.1% | -38.4% | +42.5% | +6.5% |
| 3M | -2.1% | -40.1% | +37.9% | +0.2% |
| 6M | +12.2% | -62.9% | +75.1% | +17.7% |
| YTD | +20.3% | -34.5% | +54.9% | +21.4% |
| 1Y | +39.2% | -30.2% | +69.4% | +39.7% |
| 3Y | +35.6% | -37.5% | +73.1% | +34.5% |
| 5Y | +28.6% | +7.6% | +21.0% | +20.9% |
| All | +37.3% | -22.5% | +59.8% | +21.5% |
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