-3.8%
BROS vs LBRT
+22.1%
-25.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.5% |
| 7D | -19.0% | -15.7% | -3.4% | -16.9% |
| 30D | -7.3% | -34.3% | +27.0% | -1.8% |
| 3M | -31.2% | -40.6% | +9.4% | -26.3% |
| 6M | -33.0% | -62.0% | +29.0% | -23.9% |
| YTD | -42.4% | -31.6% | -10.7% | -41.8% |
| 1Y | -37.7% | -25.8% | -11.9% | -38.4% |
| 3Y | +28.2% | -30.4% | +58.6% | +21.1% |
| 5Y | -43.4% | +18.7% | -62.0% | -52.1% |
| All | -3.8% | +22.1% | -25.9% | -8.5% |
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 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