-33.9%
BTDR vs LBRT
+22.2%
-56.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.1% | +1.8% | +8.4% |
| 7D | +7.1% | -11.9% | +19.1% | +9.7% |
| 30D | -31.4% | -31.9% | +0.6% | -26.8% |
| 3M | -39.2% | -34.9% | -4.4% | -35.0% |
| 6M | -50.9% | -60.7% | +9.7% | -44.3% |
| YTD | -41.0% | -29.2% | -11.8% | -39.1% |
| 1Y | -69.9% | -23.6% | -46.3% | -69.2% |
| 3Y | +87.3% | -26.8% | +114.1% | +84.6% |
| 5Y | -33.6% | +16.3% | -50.0% | -33.6% |
| All | -33.9% | +22.2% | -56.1% | -34.0% |
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