+236.7%
BNY vs LBRT
-15.3%
+252.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +3.9% | +9.2% | -5.3% | +2.4% |
| 30D | +11.9% | -27.5% | +39.5% | +17.0% |
| 3M | -5.0% | -37.9% | +32.9% | +1.5% |
| 6M | +14.6% | -60.7% | +75.3% | +30.7% |
| YTD | +34.5% | -28.5% | +63.0% | +37.2% |
| 1Y | +40.6% | -13.2% | +53.8% | +38.6% |
| 3Y | +261.7% | -28.8% | +290.5% | +252.7% |
| 5Y | +192.3% | +28.0% | +164.3% | +146.7% |
| All | +236.7% | -15.3% | +252.0% | +147.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling