+193.6%
BRO vs LBRT
+33.5%
+160.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.7% |
| 7D | -2.6% | +8.7% | -11.3% | -3.2% |
| 30D | +0.9% | +6.6% | -5.7% | +0.3% |
| 3M | +24.8% | -34.5% | +59.2% | +27.9% |
| 6M | -0.1% | -24.5% | +24.4% | +1.1% |
| YTD | -9.7% | +12.7% | -22.4% | -11.9% |
| 1Y | -24.5% | +94.8% | -119.3% | -30.3% |
| 3Y | -1.6% | +31.9% | -33.5% | -8.2% |
| 5Y | +25.6% | +111.8% | -86.3% | +9.3% |
| All | +193.6% | +33.5% | +160.1% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling