+94.8%
BN vs LBRT
-27.1%
+121.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | -1.0% | +9.2% | -10.2% | -2.3% |
| 30D | +14.0% | -27.5% | +41.5% | +18.6% |
| 3M | -9.0% | -37.9% | +28.9% | -3.2% |
| 6M | -8.8% | -60.7% | +51.9% | +4.4% |
| YTD | -10.3% | -28.5% | +18.2% | -11.5% |
| 1Y | -5.8% | -13.2% | +7.4% | -11.6% |
| 3Y | +94.8% | -28.8% | +123.6% | +80.5% |
| All | +94.8% | -27.1% | +121.9% | +80.5% |
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 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