+210.3%
BN vs LBRT
-16.2%
+226.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.1% | -4.3% | +2.4% |
| 7D | +3.6% | -11.9% | +15.6% | +5.5% |
| 30D | +15.9% | -31.9% | +47.8% | +22.7% |
| 3M | -2.3% | -34.9% | +32.5% | +3.8% |
| 6M | -8.4% | -60.7% | +52.2% | +5.4% |
| YTD | -5.9% | -29.2% | +23.3% | -4.4% |
| 1Y | -5.6% | -23.6% | +18.0% | -5.8% |
| 3Y | +104.2% | -26.8% | +131.1% | +96.9% |
| 5Y | +35.5% | +16.3% | +19.2% | +15.7% |
| All | +210.3% | -16.2% | +226.4% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling