+291.2%
BNY vs LBRT
+27.1%
+264.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.7% |
| 7D | +1.5% | +6.9% | -5.5% | +0.6% |
| 30D | +3.3% | +7.8% | -4.5% | +2.3% |
| 3M | +15.3% | -25.3% | +40.6% | +18.7% |
| 6M | +42.5% | -19.6% | +62.0% | +44.3% |
| YTD | +42.0% | +17.2% | +24.9% | +35.8% |
| 1Y | +59.3% | +114.1% | -54.8% | +36.5% |
| 3Y | +291.2% | +27.0% | +264.2% | +257.1% |
| All | +291.2% | +27.1% | +264.1% | +257.1% |
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