-7.9%
BROS vs LBRT
+17.0%
-24.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.4% | -7.7% | -3.1% |
| 7D | -21.2% | -29.1% | +7.9% | -17.3% |
| 30D | -11.6% | -38.4% | +26.8% | -5.5% |
| 3M | -36.7% | -40.1% | +3.4% | -32.3% |
| 6M | -42.8% | -62.9% | +20.1% | -34.8% |
| YTD | -44.8% | -34.5% | -10.3% | -44.0% |
| 1Y | -36.5% | -30.2% | -6.3% | -36.6% |
| 3Y | +27.0% | -37.5% | +64.4% | +22.4% |
| 5Y | -50.3% | +7.6% | -57.9% | -58.3% |
| All | -7.9% | +17.0% | -24.9% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling