+64.4%
BROS vs LBRT
+26.0%
+38.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.6% |
| 7D | -6.7% | +8.7% | -15.4% | -7.4% |
| 30D | -29.1% | +6.6% | -35.7% | -29.6% |
| 3M | -16.7% | -34.5% | +17.8% | -13.4% |
| 6M | -11.6% | -24.5% | +12.9% | -10.4% |
| YTD | -23.9% | +12.7% | -36.6% | -27.4% |
| 1Y | -34.8% | +94.8% | -129.6% | -44.2% |
| All | +64.4% | +26.0% | +38.5% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling