+66.5%
BP vs LBRT
-22.5%
+89.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -1.8% |
| 7D | -11.6% | -29.1% | +17.5% | -3.7% |
| 30D | 0.0% | -38.4% | +38.4% | +12.7% |
| 3M | +6.7% | -40.1% | +46.8% | +20.5% |
| 6M | +2.2% | -62.9% | +65.1% | +29.0% |
| YTD | +33.0% | -34.5% | +67.5% | +41.8% |
| 1Y | +30.7% | -30.2% | +60.9% | +36.3% |
| 3Y | +44.2% | -37.5% | +81.7% | +45.4% |
| 5Y | +105.1% | +7.6% | +97.5% | +69.7% |
| All | +66.5% | -22.5% | +89.0% | +13.6% |
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