+66.7%
BP vs LBRT
-16.2%
+82.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -8.0% | -2.0% |
| 7D | -6.9% | -11.9% | +5.0% | -4.2% |
| 30D | -3.6% | -31.9% | +28.4% | +5.7% |
| 3M | +8.4% | -34.9% | +43.3% | +19.6% |
| 6M | +5.3% | -60.7% | +66.0% | +30.9% |
| YTD | +33.2% | -29.2% | +62.4% | +39.0% |
| 1Y | +28.2% | -23.6% | +51.8% | +30.4% |
| 3Y | +49.2% | -26.8% | +76.1% | +44.0% |
| 5Y | +102.9% | +16.3% | +86.5% | +64.2% |
| All | +66.7% | -16.2% | +82.9% | +11.3% |
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