+82.0%
BN vs LBRT
+26.0%
+56.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -2.5% | +8.7% | -11.2% | -3.9% |
| 30D | -9.5% | +6.6% | -16.1% | -10.7% |
| 3M | -10.4% | -34.5% | +24.1% | -4.3% |
| 6M | -6.4% | -24.5% | +18.1% | -3.8% |
| YTD | -11.9% | +12.7% | -24.6% | -18.1% |
| 1Y | -8.6% | +94.8% | -103.5% | -27.8% |
| All | +82.0% | +26.0% | +56.0% | +53.7% |
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