+252.3%
BNY vs LBRT
+138.4%
+113.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.7% |
| 7D | +0.3% | +10.2% | -9.9% | -1.2% |
| 30D | +1.9% | +4.9% | -2.9% | +1.1% |
| 3M | +13.9% | -21.2% | +35.1% | +17.0% |
| 6M | +42.3% | -19.9% | +62.3% | +44.8% |
| YTD | +41.8% | +20.8% | +21.1% | +34.2% |
| 1Y | +57.9% | +123.5% | -65.6% | +32.1% |
| 3Y | +290.7% | +30.9% | +259.8% | +247.0% |
| 5Y | +252.3% | +136.3% | +116.0% | +151.4% |
| All | +252.3% | +138.4% | +113.8% | +151.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling