+15.3%
BND vs LBRT
+33.5%
-18.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -0.1% | +8.7% | -8.9% | -0.1% |
| 30D | -0.4% | +6.6% | -7.0% | -0.3% |
| 3M | -0.6% | -34.5% | +33.8% | -0.8% |
| 6M | -1.4% | -24.5% | +23.0% | -1.5% |
| YTD | -0.2% | +12.7% | -13.0% | -0.1% |
| 1Y | +1.3% | +94.8% | -93.6% | +1.6% |
| 3Y | +13.2% | +31.9% | -18.7% | +13.5% |
| 5Y | -1.6% | +111.8% | -113.4% | -1.0% |
| All | +15.3% | +33.5% | -18.2% | +14.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling