+260.2%
BNY vs LBRT
+33.5%
+226.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +1.4% | +8.7% | -7.3% | 0.0% |
| 30D | +3.8% | +6.6% | -2.8% | +2.6% |
| 3M | +14.9% | -34.5% | +49.4% | +21.8% |
| 6M | +40.3% | -24.5% | +64.8% | +44.4% |
| YTD | +43.9% | +12.7% | +31.2% | +37.6% |
| 1Y | +59.0% | +94.8% | -35.8% | +36.3% |
| 3Y | +290.7% | +31.9% | +258.9% | +246.1% |
| 5Y | +250.4% | +111.8% | +138.5% | +173.4% |
| All | +260.2% | +33.5% | +226.7% | +148.2% |
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 2026-09-07: 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 2026-09-07 analysis · Full analysis span regression · 6 months rolling