+34.1%
BP vs LBRT
+26.0%
+8.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | +3.9% | +8.7% | -4.8% | +2.1% |
| 30D | +7.6% | +6.6% | +1.0% | +5.9% |
| 3M | +0.7% | -34.5% | +35.2% | +9.3% |
| 6M | +15.5% | -24.5% | +40.0% | +20.8% |
| YTD | +30.8% | +12.7% | +18.1% | +23.7% |
| 1Y | +34.3% | +94.8% | -60.5% | +7.9% |
| All | +34.1% | +26.0% | +8.1% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling