+44.2%
BP vs LBRT
-38.0%
+82.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -1.5% |
| 7D | -11.6% | -29.1% | +17.5% | -5.5% |
| 30D | 0.0% | -38.4% | +38.4% | +9.8% |
| 3M | +6.7% | -40.1% | +46.8% | +17.3% |
| 6M | +2.2% | -62.9% | +65.1% | +23.5% |
| YTD | +33.0% | -34.5% | +67.5% | +39.5% |
| 1Y | +30.7% | -30.2% | +60.9% | +34.6% |
| 3Y | +44.2% | -37.5% | +81.7% | +44.3% |
| All | +44.2% | -38.0% | +82.2% | +44.3% |
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 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