+172.1%
BRO vs LBRT
+35.9%
+136.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -7.3% | +1.8% | -9.1% | -7.5% |
| 30D | -6.9% | -2.5% | -4.4% | -6.8% |
| 3M | +10.7% | -24.9% | +35.6% | +12.3% |
| 6M | -2.7% | -29.5% | +26.8% | -1.0% |
| YTD | -16.3% | +14.7% | -31.1% | -18.5% |
| 1Y | -29.1% | +91.7% | -120.8% | -34.4% |
| 3Y | -7.8% | +24.6% | -32.4% | -13.5% |
| 5Y | +18.7% | +127.7% | -109.0% | +2.7% |
| All | +172.1% | +35.9% | +136.2% | +107.8% |
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