+63.8%
BP vs LBRT
+33.5%
+30.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | +3.9% | +8.7% | -4.8% | +1.6% |
| 30D | +7.6% | +6.6% | +1.0% | +5.5% |
| 3M | +0.7% | -34.5% | +35.2% | +10.8% |
| 6M | +15.5% | -24.5% | +40.0% | +21.6% |
| YTD | +30.8% | +12.7% | +18.1% | +22.3% |
| 1Y | +34.3% | +94.8% | -60.5% | +5.0% |
| 3Y | +35.1% | +31.9% | +3.2% | +12.2% |
| 5Y | +126.8% | +111.8% | +15.0% | +57.3% |
| All | +63.8% | +33.5% | +30.3% | -2.1% |
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 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