+260.3%
BNY vs LBRT
-27.9%
+288.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.6% | +13.8% | -10.2% | +2.0% |
| 30D | +8.8% | -32.4% | +41.2% | +13.4% |
| 3M | -5.8% | -39.9% | +34.1% | -0.6% |
| 6M | +15.5% | -60.8% | +76.3% | +27.7% |
| YTD | +33.9% | -29.3% | +63.2% | +35.0% |
| 1Y | +38.0% | -18.9% | +56.9% | +36.2% |
| All | +260.3% | -27.9% | +288.1% | +252.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling