+112.8%
BP vs LBRT
+28.1%
+84.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | +3.8% | +9.2% | -5.4% | +1.3% |
| 30D | -5.3% | -27.5% | +22.2% | +2.1% |
| 3M | +9.3% | -37.9% | +47.1% | +22.1% |
| 6M | +7.2% | -60.7% | +67.9% | +34.0% |
| YTD | +38.0% | -28.5% | +66.5% | +42.9% |
| 1Y | +33.2% | -13.2% | +46.4% | +29.6% |
| 3Y | +50.3% | -28.8% | +79.1% | +44.3% |
| All | +112.8% | +28.1% | +84.7% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling