+102.3%
BN vs LBRT
-30.4%
+132.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.9% |
| 7D | +4.3% | -15.7% | +20.0% | +6.5% |
| 30D | +14.3% | -34.3% | +48.6% | +20.7% |
| 3M | -4.1% | -40.6% | +36.5% | +2.7% |
| 6M | -9.7% | -62.0% | +52.3% | +3.9% |
| YTD | -7.1% | -31.6% | +24.5% | -7.8% |
| 1Y | -7.4% | -25.8% | +18.4% | -10.2% |
| 3Y | +102.3% | -30.4% | +132.7% | +87.4% |
| All | +102.3% | -30.4% | +132.7% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling