-20.3%
BROS vs LBRT
-25.0%
+4.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.2% | +12.1% | +0.1% |
| 7D | +2.5% | -25.3% | +27.8% | +0.5% |
| 30D | +15.1% | -32.9% | +47.9% | +12.2% |
| 3M | -31.4% | -33.3% | +1.9% | -32.9% |
| 6M | -22.6% | -61.0% | +38.4% | -25.2% |
| YTD | -28.1% | -28.0% | -0.1% | -30.6% |
| 1Y | -20.3% | -21.5% | +1.2% | -22.5% |
| All | -20.3% | -25.0% | +4.8% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling