+198.8%
BN vs LBRT
-22.5%
+221.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.3% | -1.8% |
| 7D | +5.3% | -29.1% | +34.5% | +11.0% |
| 30D | +11.9% | -38.4% | +50.3% | +20.6% |
| 3M | -5.7% | -40.1% | +34.3% | +1.6% |
| 6M | -10.6% | -62.9% | +52.3% | +3.9% |
| YTD | -9.4% | -34.5% | +25.2% | -6.7% |
| 1Y | -8.8% | -30.2% | +21.4% | -7.5% |
| 3Y | +95.6% | -37.5% | +133.1% | +93.9% |
| 5Y | +30.2% | +7.6% | +22.6% | +12.7% |
| All | +198.8% | -22.5% | +221.3% | +101.9% |
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