+14.3%
BND vs LBRT
-16.4%
+30.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | 0.0% |
| 7D | -0.6% | -1.9% | +1.3% | -0.6% |
| 30D | +1.2% | -32.0% | +33.2% | +1.1% |
| 3M | -0.8% | -39.7% | +38.8% | -1.0% |
| 6M | -1.4% | -61.1% | +59.7% | -1.8% |
| YTD | -1.1% | -29.4% | +28.3% | -1.1% |
| 1Y | -1.0% | -24.5% | +23.5% | -1.1% |
| 3Y | +14.0% | -28.1% | +42.1% | +14.0% |
| 5Y | -1.4% | +23.9% | -25.3% | -1.0% |
| All | +14.3% | -16.4% | +30.7% | +12.9% |
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