+74.3%
BSX vs LBRT
+33.5%
+40.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | +2.0% | +8.3% | -6.2% | +1.1% |
| 30D | +0.1% | +6.1% | -6.0% | -0.6% |
| 3M | -2.1% | -34.8% | +32.6% | +1.9% |
| 6M | -33.8% | -24.8% | -9.0% | -32.4% |
| YTD | -49.9% | +12.2% | -62.1% | -51.3% |
| 1Y | -55.4% | +94.0% | -149.4% | -60.0% |
| 3Y | -10.9% | +31.3% | -42.1% | -18.4% |
| 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 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