-37.7%
BROS vs LBRT
-27.7%
-10.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.9% |
| 7D | -19.0% | -15.7% | -3.4% | -19.6% |
| 30D | -7.3% | -34.3% | +27.0% | -9.4% |
| 3M | -31.2% | -40.6% | +9.4% | -33.0% |
| 6M | -33.0% | -62.0% | +29.0% | -35.2% |
| YTD | -42.4% | -31.6% | -10.7% | -44.4% |
| 1Y | -37.7% | -25.8% | -11.9% | -40.1% |
| All | -37.7% | -27.7% | -10.0% | -40.1% |
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