+60.5%
BSX vs LBRT
-16.2%
+76.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.1% | +2.1% |
| 7D | -0.7% | -11.9% | +11.2% | +0.4% |
| 30D | +3.0% | -31.9% | +35.0% | +6.7% |
| 3M | -10.7% | -34.9% | +24.1% | -7.4% |
| 6M | -18.4% | -60.7% | +42.3% | -10.9% |
| YTD | -53.8% | -29.2% | -24.6% | -53.2% |
| 1Y | -56.0% | -23.6% | -32.4% | -55.9% |
| 3Y | -14.4% | -26.8% | +12.4% | -16.9% |
| 5Y | +2.9% | +16.3% | -13.5% | -9.5% |
| All | +60.5% | -16.2% | +76.7% | +16.7% |
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