+64.0%
BSX vs LBRT
+38.7%
+25.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.9% | -9.8% | -6.3% |
| 7D | -6.4% | +6.9% | -13.4% | -7.2% |
| 30D | -8.8% | +7.8% | -16.6% | -9.7% |
| 3M | -7.6% | -25.3% | +17.6% | -5.3% |
| 6M | -37.0% | -19.6% | -17.4% | -36.1% |
| YTD | -52.8% | +17.2% | -70.0% | -54.4% |
| 1Y | -58.4% | +114.1% | -172.5% | -63.1% |
| 3Y | -16.5% | +27.0% | -43.5% | -23.2% |
| 5Y | -1.2% | +128.3% | -129.5% | -19.4% |
| All | +64.0% | +38.7% | +25.3% | +13.8% |
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