+74.3%
BSX vs LBRT
+33.5%
+40.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | +2.0% | +8.7% | -6.7% | +1.1% |
| 30D | +0.1% | +6.6% | -6.5% | -0.7% |
| 3M | -2.1% | -34.5% | +32.3% | +1.9% |
| 6M | -33.8% | -24.5% | -9.3% | -32.4% |
| YTD | -49.9% | +12.7% | -62.6% | -51.3% |
| 1Y | -55.4% | +94.8% | -150.3% | -60.0% |
| 3Y | -10.9% | +31.9% | -42.7% | -18.5% |
| 5Y | +6.4% | +111.8% | -105.4% | -12.4% |
| All | +74.3% | +33.5% | +40.8% | +21.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling