+255.3%
BNY vs LBRT
+34.6%
+220.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +1.0% |
| 7D | -1.1% | +2.3% | -3.4% | -1.5% |
| 30D | +1.4% | -2.9% | +4.3% | +1.7% |
| 3M | +16.8% | -26.1% | +42.9% | +21.4% |
| 6M | +42.0% | -26.2% | +68.1% | +46.6% |
| YTD | +41.9% | +13.7% | +28.3% | +35.5% |
| 1Y | +59.2% | +93.6% | -34.4% | +36.6% |
| 3Y | +290.9% | +23.2% | +267.7% | +250.5% |
| 5Y | +259.0% | +125.5% | +133.5% | +177.1% |
| All | +255.3% | +34.6% | +220.7% | +144.3% |
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