+66.7%
BP vs LBRT
-19.0%
+85.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.9% |
| 7D | -6.3% | -15.7% | +9.3% | -2.5% |
| 30D | -3.6% | -34.3% | +30.7% | +6.6% |
| 3M | +5.2% | -40.6% | +45.9% | +19.0% |
| 6M | +5.3% | -62.0% | +67.3% | +32.1% |
| YTD | +33.1% | -31.6% | +64.8% | +40.2% |
| 1Y | +26.3% | -25.8% | +52.1% | +29.4% |
| 3Y | +47.5% | -30.4% | +77.9% | +44.2% |
| 5Y | +106.2% | +18.7% | +87.5% | +66.0% |
| All | +66.7% | -19.0% | +85.7% | +12.3% |
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