-34.8%
BROS vs LBRT
+100.7%
-135.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.8% |
| 7D | -6.7% | +8.3% | -14.9% | -6.3% |
| 30D | -29.1% | +6.1% | -35.2% | -28.8% |
| 3M | -16.7% | -34.8% | +18.1% | -17.0% |
| 6M | -11.6% | -24.8% | +13.2% | -12.3% |
| YTD | -23.9% | +12.2% | -36.1% | -24.7% |
| 1Y | -34.8% | +94.0% | -128.8% | -36.9% |
| All | -34.8% | +100.7% | -135.5% | -36.9% |
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