+190.5%
BN vs LBRT
+33.5%
+157.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -2.5% | +8.3% | -10.7% | -3.9% |
| 30D | -9.5% | +6.1% | -15.6% | -10.7% |
| 3M | -10.4% | -34.8% | +24.4% | -4.4% |
| 6M | -6.4% | -24.8% | +18.5% | -3.5% |
| YTD | -11.9% | +12.2% | -24.1% | -16.5% |
| 1Y | -8.6% | +94.0% | -102.6% | -23.3% |
| 3Y | +77.6% | +31.3% | +46.3% | +55.8% |
| 5Y | +37.0% | +111.8% | -74.8% | +6.0% |
| All | +190.5% | +33.5% | +157.1% | +80.7% |
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 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